THE REQUIREMENTS OF CECL ARE NEW TO MANY. NOT US.

Access a recorded webinar about the new CECL requirements. We'll cover:

  • Overcoming limitations with data collection and satisfying sample size requirements
  • Options for credit loss models and their differing impacts on your bottom line
  • CECL implementation deadlines and why you need to start now
  • How software can help in streamlining CECL estimates
  • Tips on portfolio stratification, maximizing ALLL stability, and much more

Optimize the impact

Many ALLL providers are quickly familiarizing themselves with the fundamentals of CECL. For years, RiskSpan has been trusted by traders to provide valuations of credit products that incorporate the same life-of-loan, econometric concepts that FASB now requires. The new standard allows multiple approaches, but not all are equally beneficial or sound. Accurate forecasts are key to avoiding volatile or overstated loss reserves and the excessive capital buffers that follow. Our end-to-end solution reads in your data and economic assumptions, applies expert models, and delivers reports that support your CECL estimate.

Access the webinar

Name *
Name

RISKSPAN'S CECL-SPECIFIC EXPERTISE

  • Augmenting internal data with applicable proxy data spanning a full economic cycle
  • Econometric modeling
  • Lifetime cash flows and cumulative default rates
  • Model documentation and audit support
  • Long-range prepayment assumptions
  • Obtaining defensible macroeconomic assumptions (including local forecasts)