Navigating the Challenges of CECL With Ease

The new Current Expected Credit Loss (CECL) model is perhaps the largest change to bank accounting in decades. While everyone would agree that improved methodologies for the recognition and measurement of credit losses for loans and debt securities is a good idea in theory, there is industry angst around how sweeping the operational and process changes will be, and how costly a proposition this can become. 

Learn from RiskSpan experts the timeline, market impacts, top organizational challenges, data and modeling requirements, and how to select your methodology.