This white paper describes why default assumptions for commercial real estate that are developed from public, loan-level performance data provide greater accuracy, transparency, segment-level relevance, and a forward-looking analytical foundation, which peer averages and opaque vendor assumptions lack.
This Wilary Winn paper is a comprehensive guide for credit unions on the proper call report treatment of servicing rights under the fair value or amortization method, as well as reporting requirements for the credit-enhanced loan sales under the FHLB MPF™ Program.
This comprehensive guide details the proper 051 call report treatment of servicing rights under both fair value and amortization methods, including reporting requirements for credit-enhanced loan sales under the FHLB MPF™ Program, and Basel III impacts.
This comprehensive guide outlines the proper 041 call report treatment of servicing rights under both fair value and amortization methods, including reporting requirements for credit-enhanced loan sales under the FHLB MPF™ Program, and Basel III impacts.
In the final of six sessions during Wilary Winn University 2026, we provide a broad, data-driven view of credit performance across key sectors of the market, framed within the current macroeconomic environment.
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.
The fourth of six sessions presented during Wilary Winn University 2026, this presentation explores MSR model inputs, recapture assumptions, and more.
As the third of six sessions during Wilary Winn University 2026, this presentation provides an overview of the factors considered when contemplating a merger of equals.
This is the second of six sessions presented during Wilary Winn University 2026.
The first of six sessions during Wilary Winn University 2026 explores MSR Valuations.