Current Expected
Credit Losses (CECL)
CECL Advisory Services
We provide predictive, outsourced CECL reporting, developed from detailed analysis of granular cohorts, through a complete peak-to-trough business cycle.
OUTSOURCED CECL VALUATION
We provide robust, statistically based life-of-loan CECL loss estimates using our proprietary discounted cash flows models.
CECL MODEL VALIDATION
We validate the industry’s primary CECL models using our expertise to verify that the entire modeling process is performing as intended.
We also offer balance sheet management service, including capital stress testing, concentration risk analysis, optimal loan pricing, and budgeting and balance sheet optimization in conjunction with CECL engagements.
FEATURED
CECL Models: Comparing WARM to DCF [White paper]
This white paper focuses on two of the primary models used to estimate CECL reserves – weighted average remaining maturity (“WARM”) and discounted cash flow (“DCF”). We have chosen these two models as fence posts in the continuum of models used for CECL.
WHAT OUR CLIENTS SAY
“Wilary Winn has been a trusted partner of SECU Maryland for over 10 years and a strong supporter of the credit union movement. Wilary Winn has provided Maryland’s largest […]”
– Steven L. Arbaugh, Chief Financial Officer, SECU Maryland – Linthicum, MD