This Wilary Winn white paper examines duration analysis in ALM and its significance for institutions in strategically managing interest rate risk, optimizing capital allocation, and enhancing profitability.
This Wilary Winn-led training for the FDIC provides insights on CECL as well as liquidity risk management in a regulatory context, compares CECL models, and gives actionable guidance.
Released August 2020
Introduction
The four largest bank holding companies in the United States: JP Morgan Chase & Co., Bank of America Corporation, Citigroup Inc. and Wells Fargo & Company hold approximately $10 trillion in ...
Released May 2020
Introduction
This white paper, along with its predecessor, released last month, attempts to build an economic recovery timeline based upon medical initiatives currently underway to combat the COVID-19 pandemic.
This ...
Released April 2020
Introduction
This white paper will attempt to build an economic recovery timeline based upon medical initiatives currently underway to combat the COVID-19 pandemic.
This timeline can then be applied to ...
Released April 2020
Introduction
The Community Bank Leverage Ratio (“CBLR”) final rule was recently adopted by the federal banking agencies and became effective on January 1, 2020. The rule is optional and designed to simply the ...
Our CECL Resource Center includes information on implementing the new standard, including the advantages and disadvantages of the modeling techniques that can be used and the data you should be collecting now.
Implementing CECL
CECL ...
Released Spring 2015
Introduction
Proper modeling of non-maturity shares is critical to effective asset liability management. Non-maturity shares constitute the majority of deposits in credit unions, and input assumptions regarding ...
Released in 2016, we provide results of our updated study of share deposit data from 5300 call reports for all credit unions across the nation. Our purpose was to provide industry benchmarks from which to compare non-maturity share assumptions.
This December 2016 white paper is Part I in a three-part series which argues that financial institutions should forecast lifetime credit losses for business advantages, even absent the CECL requirements.
This September 2016 PowerPoint shows how measuring interest rate and credit risks on an integrated basis can lead to more informed loan pricing and better decisions regarding asset mix and the resulting capital at risk.
This May 2017 presentation provides practical ways to estimate credit losses in full accordance with the CECL standard and touches on the advantages and disadvantages of the various models that can be utilized and reasons why we utilize discounted cash flow models.
