On-Demand Webinar

Bridging CECL Models Into Stress Testing

Join us to learn how to incorporate CECL estimates and methodologies into stress testing frameworks.  

 

About the webinar

Stress testing and CECL: What are the expectations and challenges, and how can you be ready?

With adoption of Accounting Standards Update No. 2016-13 Topic 326 (CECL), banks are revisiting their regulatory and internal stress test processes. Incorporating CECL estimates into stress testing frameworks is no easy task.

Join us as we review the challenges and describe how to best ensure stress test data, methodologies and processes can accommodate CECL. We’ll also explore how to use this investment for competitive advantage.

Key learning points:

  • Current regulatory guidance around CECL in stress testing.
  • Challenges faced by banks incorporating CECL into their stress test processes.
  • Using methodologies and processes developed for CECL and stress testing to better inform strategic decisions.

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About the Experts


Andrea Li, Senior Industry Consultant for Risk, SAS

Andrea Li provides advisory services to financial institutions in risk regulations (e.g., SR11-7, DFAST/CCAR) and accounting standards (e.g., CECL/ IFRS9). Li has deep risk expertise in credit risk modeling, risk analytics and model risk management. She works with customers across the financial industry on a variety of CECL and stress testing implementation projects.

Li worked with Bank of America as a quantitative analyst in fraud strategy analytics and with the BB&T model risk management team as a senior quantitative analyst. She has a master’s degree in statistics from the University of Delaware.
 


Mike Riechers, Director of Advisory Financial Risk Management, KPMG, LLP

Mike Riechers specializes in credit risk management processes and analytics for both retail and commercial banking portfolios. In this capacity, he assesses credit risk management frameworks and processes to help financial institutions better measure and understand their portfolios’ credit risk.

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