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

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Bookmark this page for continued updates and valuable information on credit risk modeling for financial institutions.


To be a scientist…

When the coronavirus was first discovered to be a looming pandemic, scientists did what scientists do. They guessed. They ...

Creating economic scenarios through the COVID-19 crisis continues to be a challenge. In the last week we had new economic data reporting on conditions three weeks ago heralding the creation of 4.8 million new jobs. At the same time, reports of skyrocketing coronavirus cases are causing businesses to re-close ...

St. Paul, MN (January 11, 2020) – Minnesota Credit Union Network (MnCUN) and Deep Future Analytics (DFA) announced their partnership today. MnCUN will make available DFA’s Prescient Manager™ software to its membership. Prescient Manager™ is an easy-to-use, web-based credit risk forecasting and stress testing ...

The proposed rule provides helpful comments on how the new Current Expected Credit Loss (CECL) standard should be managed, validated, and monitored. One seemingly simple statement, however, has significant implications.

In the sections “Analyzing and Validating the Overall Measurement of ACLs”, “Responsibilities ...

Credit Unions can expect at least a 22% increase and Community Banks a 59% decrease in reserves as a result of CECL?

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 ...


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Recent Publications

All publications below were authored by DFA's own, Dr. Joseph Breeden