This Wilary Winn white paper examines duration analysis in ALM and its significance for institutions in strategically managing interest rate risk, optimizing capital allocation, and enhancing profitability.
This Wilary Winn-led training for the FDIC provides insights on CECL as well as liquidity risk management in a regulatory context, compares CECL models, and gives actionable guidance.
Providing an overall perspective of the banking merger and acquisition marketplace, this September 2024 white paper includes industry-wide data on bank mergers and acquisitions since 2000, with a focus on 2022-2024.
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.
This April 2024 white paper examines the historical trends from the SBA 7(a) loan program and analyzes sector-specific loan performance, informing risk management decisions for community financial institutions.
This white paper describes credit quality metrics at financial institutions versus loss reserves across the industry and emphasizes the need for an adaptive, prospective CECL model.
This December 2023 white paper compares the weighted average remaining maturity (“WARM”) and discounted cash flow (“DCF”) models used to estimate CECL reserves.
This presentation, delivered at the CUNA Finance Council Conference in May 2023, focuses on the key accounting implications that a merger can have on credit union financial statements on day one and thereafter.
Summary The BASEL III capital rules became effective with the March 2015 regulatory call report filing. Under the new rules, loan sales with limited recourse under the MPF® Program are…
On June 27, 2023, we led a training for the FFIEC on trends in the mortgage banking marketplace, pipeline risk management, and mortgage servicing rights.