Author: adrianberca

Sample Chart Vintage Performance Building on the solid foundation of the previous bestselling first impression, this extended updated impression walks through the various issues of retail lending and develops approaches to address the interaction between economic cycles and retail lending. The complexity of time is extensively explored: vintages, current time and maturity. Reinventing Retail Lending… Continue reading Vintage Performance

Sample Chart Preface The new loan loss accounting rules for CECL and IFRS 9 require thousands of organizations to learn about modeling. Likewise, accountants and others in finance are now required to learn about statistical modeling concepts. This book is intended to define terms in a manner consistent with decades of academic literature on statistical… Continue reading Preface

Sample Chart Blog Which CECL model should we use? 23 Jul 2018 If you’re a top 20 bank, this will almost certainly be a modified version of your CCAR model. For everyone else, we tested the alternatives. This is an expansion of our previously released studies. In a sincere effort to assist small lenders in… Continue reading Blog