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Managing credit risk is a crucial skill that bankers have improved over the past business cycle. Despite the fact that many credit risk practices are already well-established, there have been some significant recent changes to how we model and report on credit risk.
For example, many community banks and credit unions have now switched to CECL models in the past year.
Additionally, financial institutions in general are updating and improving how they capture the credit risk of their customers through stress testing and capital planning. Learn key lessons from the implementation process of more than 50 CECL and credit stress testing models over the past two years.
Learning Objectives:
Learn key lessons learned from CECL implementations and how to maintain a stable CECL process.
Evaluate how the economic impacts of the COVID-19 recession have affected credit risk models.
Explore trends and future expectations for stress testing at community-sized institutions.
Duration: 60-minutes
ICBA Members: $199
Nonmembers: $299
Unlimited Webinar Pass subscription: $0
For more information, call 800-422-7285.
Who should attend: Executives, Lending and Credit Operations personnel, Auditors, Accounting personnel
Prerequisites: None
Advanced Preparation: None
Program Level: Intermediate
Field of Study: Specialized Knowledge
Delivery Method: Group Internet Based
CPE Credit Hours: 1
Quantitative Risk Consultant
Darling Consulting Group
Quantitative Risk Consultant
Darling Consulting Group
Registration, attendance, or participation at this event constitutes an agreement to adhere to the ICBA code of conduct and complaint policy. ICBA aims to be welcoming, safe, and inclusive to all participants, with the most varied and diverse backgrounds possible.
As such, The Independent Community Bankers of America (“ICBA” or the “Association”) has adopted a zero-tolerance policy toward all forms of unlawful discrimination and harassment.