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CECL requires forward looking estimates of expected credit loss. The use of statistical models will be more widespread than current practice. Institutions that currently use models for stress testing or risk management will see them become central to a significant financial estimate. Many institutions will use forward-looking models for the first time.
After attending this session, participants will:
- Controllers, CFOs, CEOs, CROs, and Treasurers of financial institutions
- Regulators, accountants and consultants