Venue
Webinar

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Event Date Wed Aug 24 UTC (over 2 years ago)
In your timezone (EST): Tue Aug 23 8:00pm - Tue Aug 23 8:00pm
Location Webinar
Region All
Details

In this session, we will discuss how the investment of time and systems in data collection, model-building, and economic forecasting can pay dividends in a financial institution's asset/liability, stress testing, loan pricing, and financial planning and analysis (FP&A) practices.

Attendees will learn the following:

• Key similarities in terms of data, inputs, and assumptions required for each practice
• Differences between the CECL accounting exercise and other internal model uses
• Risks of applying models built for other practices to CECL without careful consideration
• Best practices for forecasting future-period provision and allowance under the CECL regime for FP&A, ALM, and stress testing applications

Who should attend? Anyone with responsibilities related to Portfolio Risk and Asset/Liability Management including:

• Chief Financial Officer
• Chief Credit Officer
• Chief Risk Officer

Speakers

2022 Speakers

PRESENTERS:

Garver Moore
Managing Director, Advisory Services

Zach Englert
Consultant, Advisory Services