Current Expected Credit Losses (CECL) was one of the most talked about topics in the banking industry for years. Now that it has been implemented, the hard work is over, right? Not quite!

As a DCG advisory client, you know that it takes a continuous effort by all parties to develop and fine-tune models to maximize risk management effectiveness. CECL is new to the industry; it is critical that you and your team understand your model’s nuances, what the results mean, and how subtle changes can impact results.

Join DCG Quantitative Consultant Chase Ogden as he shares his observations from recent CECL implementations and validations. Chase will address key questions about CECL models – questions that you will want to take back and ask your model owners, credit team, and management group.

It took a lot of work to get CECL up and running. Now, it will take further dedicated monitoring and testing to get through the next phase of the CECL journey. Let Chase be your guide to make sure your hard work is paying off.