Webinar: Estimating Credit Losses in the COVID-19 Pandemic
Business-as-usual macroeconomic scenarios that seemed sensible a few months ago are now obviously incorrect. Off-the-shelf models likely need enhancements. How can institutions adapt?
On Thursday, May 28th, at 1:00 PM EDT, join David Andrukonis, CFA for a discussion of:
- How to incorporate COVID-19-driven macroeconomic scenarios in an allowance model (for CECL and OTTI attributions)
- Making necessary enhancements and tunings to credit and prepayment models
- Model overrides and user-defined scenarios
- Situations in which management “Q-factor” or qualitative adjustments may be called for
Click here to register for the webinar.