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

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CECL Procyclicality

Sample Blog 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 CECL Procyclicality

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Webinar Summary

Comparing CECL to FAS 5 Results Webinar Summary Deep Future Analytics (DFA) and Prescient Models (PM) recently conducted a joint study across 103 CECL clients to determine how much their loss reserves could change if CECL were adopted today. The results were presented in a 10/17 webinar which we summarize in this article. Modeling Accuracy… Continue reading Webinar Summary

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