On November 3, 2016, Frank Wilary presented at the Nebraska Bankers Association on Asset Liability Management, concentrating on the balance sheet and identifying inherent risks along with evaluating business strategies for […]
The Credit Union National Association (CUNA) interviewed Douglas Winn for the May 2017 issue of the Credit Union Magazine, highlighting the Current Expected Credit Loss (CECL) model. The focus of […]
Take a deeper look into Best Practices in Credit Loss Modeling through the presentation led by Douglas Winn and Matt Erickson at the 2016 Moss Adams Credit Union Conference. Financial institutions face […]
On March 3, 2014, Wilary Winn discussed the Proposed Risk-Based Capital Rule for Credit Unions presentation in a webinar hosted by the Federal Home Loan Bank of Des Moines. The presentation provides […]
Released June 2017 Brief CECL Summary As you know, FASB finally released the long anticipated CECL guidance. This memorandum very briefly addresses the basics and then details how the new […]
Released June, 2017, this white paper is the third in a three-part series that presents the business benefits resulting from incorporating lifetime credit losses required under the CECL accounting standard into analyses designed to optimize the risk/return tradeoffs for a financial institution.
This January 2017 white paper is the second part of a three-part series that presents the numerous business advantages resulting from incorporating lifetime credit losses under the CECL accounting standard.
Released January 2017, this white paper is a part of Wilary Winn’s series of white papers regarding the Current Expected Credit Loss (CECL) Model and highlights best practices in collecting data for CECL.
CECL Implementation Updated November 28, 2016 introduction CECL represents a major change in the way financial institutions estimate credit losses. It requires an institution to estimate life-of-loan credit losses at […]