The CECL standard is changing the way financial institutions model and account for loan loss. This new paper from Fiserv offers tips and recommendations on how to begin capturing and storing your data in preparation for the implementation of CECL.

The paradigm shift for financial institutions resulting from CECL creates the need to build new models for forecasting expected loss estimates. Collecting that breadth of data now to construct scenarios from which forecasting models can measure and predict potential losses over the life of all financial instruments is key to remain competitive in an ever-changing financial environment.

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