Resources

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…

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.

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.

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.

Key Takeaway Wilary Winn offers comprehensive CECL calculations as well as capital stress testing, concentration risk analyses, and estimates of real return. How Can We Help You? Released November 2016…

Summary 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…

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.