Session 5 of 6 during Wilary Winn University 2026 introduces an integrated view of risk management that treats ALM, CECL, concentration risk, and pricing as interlocking parts of a single, path-dependent system.
Released in August 2024, this white paper explores the crucial opportunity that CECL provides institutions when used as a strategic tool to enhance risk management practices.
Key Takeaway The immediate recognition of the potential credit losses from COVID by the largest banks are a good illustration of how CECL should work. Wilary Winn offers CECL estimates…
Key Takeaway Wilary Winn provides robust life-of-loan credit loss estimates that quantify capital at risk under various macroeconomic scenarios. How Can We Help You? Released April 2020 Introduction The Community…
Wilary Winn addresses four major CECL topics included in SEC Staff Accounting Bulletin 119.
In addition to a brief summary of the overall consumer debt marketplace, this white paper discusses the auto loan marketplace and financial well-being of the millennial generation in detail.
Key Takeaway 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…
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 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.
Summary 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…