Loan Participations, CECL, Stress Testing, Loan Modeling for Banks and Credit Unions

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Vintage Performance

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Reserves: All Loans vs. RE Loans

Sample Chart Reserves: All Loans vs. RE Loans CECL (Current Expected Credit Loss) is the new accounting standard for estimating loss reserves on loan portfolios. The CECL guidance provides a great amount of flexibility in which models are used and a range of other choices that may impact the calculations. This book provides details of… Continue reading Reserves: All Loans vs. RE Loans

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Vintage Performance

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

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Preface

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

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