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.