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.
Summary 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…