Understanding and Preparing for CECL
Day one will start with a discussion on the challenges and opportunities that have arisen from CECL and what the implications could be for investors. There will be a session on the interplay between ALM and CECL processes and how these can be integrated and cross-leveraged. Day one will end with a session on how to leverage existing models for CECL and address the gaps in modeling CECL.
Day two will begin with stress testing under CECL and the use of preliminary CCAR models. Further sessions will include, model risk management, discounted cash flow, viability of data and governance of CECL.