The Financial Accounting Standards Board's (FASB) creation of the Current Expected Credit Loss (CECL) standard is changing the way financial institutions model and account for loan loss. This paradigm shift for financial institutions creates the need to build new models for forecasting expected loss estimates.

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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.

Learn from experienced leaders in Risk Management. Download the new Point of View paper to discover tips and recommendations on how to begin capturing and storing your data in preparation for the implementation of CECL.

 

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