ARCSys Technologies

ARCSys provides this quarterly webinar to support the quarterly review of economic and employment forecasts to be utilized in CECL models. We will discuss the economic environment and specific forecasts of economic and employment indicators. The webinar will also provide numerous public economic forecasts from various organizations to help you determine the correct directions of your forecast for variables you are utilizing in your CECL model.

Free for No CPE, $25 for CPE

1. Define key indicators that impact economic forecasts and CECL modeling
2. Evaluate changes in economic indicator data over time
3. Determine the general direction of public forecasts by applying economic indicator data

This webinar goes beyond single-factor sensitivity to focus on the powerful technique of scenario construction for CECL and stress testing. Learn how to leverage historical economic patterns and regulatory frameworks to generate robust, internally consistent forecasts. We will demonstrate how to mimic historical regimes (like stagflation or housing crises) by utilizing the correlated paths of their associated macroeconomic covariates. The webinar will also cover the application of standardized, severely adverse regulatory stress scenarios (such as DFAST) to your credit loss models. Attendees will gain the technical skills needed to create and apply these advanced economic environments to drive better risk and capital planning.

Free for No CPE, $35 for CPE

1. Scenario Mimicry using Historical Regimes: Discover how to effectively utilize historical economic periods (or "regimes")—such as the 1970s stagflation, the 2008 housing crisis, or the 2001 recession—to create forward-looking forecasts
2. Covariate Forecast Construction: Master the methodology for extracting and translating the historical paths of key macroeconomic covariates (e.g., GDP, unemployment, interest rates, housing prices) from a chosen regime and "mimicking" them as realistic, correlated inputs for your current CECL models.
3. Regulatory Stress Scenario Utilization: Understand the structure and application of severely adverse forecasts provided by regulators, such as the Federal Reserve's Dodd-Frank Act Stress Test (DFAST) scenarios. Learn how to map these standardized, multi-variable projections to your institution's specific credit loss models to satisfy stress testing requirements.

Your CECL model is fully implemented, but what happens when your back-testing results reveal unexpected variation or widening gaps between forecasted expectations and actual performance? Because your model relies on institution-specific data, the answers to these variances lie within your own historical inputs and internal reporting.

Join ARCSys for a tactical session designed for risk managers, CFOs, and accounting teams. In this webinar, we will move beyond the basics of model validation and dive directly into troubleshooting. We will explore how to audit your historical inputs for anomalies, when it is appropriate to make model configuration changes, and exactly which internal analyses—such as risk migration and default reports—you should use to quantify and defend your Qualitative Factor (Q-factor) adjustments.

Stop reacting to back-testing variances and learn how to recalibrate your model with confidence using the data you already have.

Free for No CPE, $25 for CPE

1. Learn how to isolate and identify data integrity issues, outliers, or structural shifts within your institution-specific historical data that are causing back-testing failures.
2. Understand the triggers for recalibrating your model and learn best practices for adjusting configurations in ARCSys, such as modifying pooling structures, adjusting look-back periods, or changing methodology parameters to better align with current portfolio realities.
3. Identify which specific Q-factors (e.g., changes in lending policies, shifts in portfolio concentrations, or economic conditions) are most appropriate to address the gaps identified during back-testing.
4. Master the process of linking your qualitative adjustments to concrete internal data. We will walk through how to use Risk Migration analysis, Default Reports, Watch List trends, and Concentration Reports to build an undeniable, audit-ready defense for your Q-factors.

Accounting and risk teams often struggle to translate complex, data-heavy reports into easily digestible presentations for the Board of Directors. Keeping Asset Liability Management (ALM) and CECL data in separate silos paints an incomplete picture of your institution's true risk profile and profitability.

Because the ARCSys platform seamlessly connects your CECL and ALM data—allowing you to leverage existing cash flows without manual re-entry—you have a unique opportunity to change how you report to the Board. Join us for an immersive webinar focused on utilizing ARCSys’s Business Intelligence (BI) tools and data warehouse capabilities. We will show you how to move away from dense, confusing spreadsheets and start generating instant, visual, and compelling board-level summaries.

Learn how to tell a cohesive, strategic story that bridges credit risk, interest rate risk, and liquidity—giving your Board the clarity they need to make informed, forward-looking decisions.

Free for No CPE, $25 for CPE

1. Understand the strategic value of connecting ALM and CECL data within the ARCSys data warehouse, eliminating redundant data entry and aligning your credit and interest rate risk assumptions.
2. Learn best practices for utilizing ARCSys BI tools to transform thousands of rows of complex loan and balance sheet data into clear, visual charts and graphs that immediately highlight key trends.
3. Master the art of presenting highly technical metrics—such as Economic Value of Equity (EVE), Net Interest Income (NII) simulations, and CECL allowance ratios—in a way that is easily understood by non-accountant board members.
4. Discover how to streamline your month-end and quarter-end reporting processes, allowing your team to spend less time building PowerPoint decks and more time analyzing the data.

ARCSys provides this quarterly webinar to support the quarterly review of economic and employment forecasts to be utilized in CECL models. We will discuss the economic environment and specific forecasts of economic and employment indicators. The webinar will also provide numerous public economic forecasts from various organizations to help you determine the correct directions of your forecast for variables you are utilizing in your CECL model.

$25 for No CPE, $50 for CPE

1. Define key indicators that impact economic forecasts and CECL modeling
2. Evaluate changes in economic indicator data over time
3. Determine the general direction of public forecasts by applying economic indicator data

With the mandatory adoption date for FASB's ASU 2025-08 (Purchased Loans) arriving for calendar-year institutions in January 2027, the window to update your accounting practices for acquired loans is closing. Are your systems, models, and teams ready to eliminate the Day-1 provision expense and transition to the "Purchased Seasoned Loans" (PSL) gross-up approach?

A few months ago, ARCSys broke down the technical framework of this new PFA guidance (course available via Banking Ed Hub or ARCSys Learning Portal). Now, we are following up with a highly practical session focusing entirely on execution. Throughout 2026, ARCSys has worked closely with institutions that chose to early-adopt ASU 2025-08. In this year-end briefing, we will share the real-world lessons learned from those implementations.We will cover the hidden operational hurdles of tracking loan origination vs. acquisition dates, how the elimination of the PCD/Non-PCD distinction impacts your data gathering, and exactly how the ARCSys platform streamlines the new gross-up calculations.

Join us to ensure your institution is fully prepared for a seamless transition into 2027.

Free for No CPE, $25 for CPE

1. Navigate the Transition to PSLs: Confidently define the new "Purchased Seasoned Loans" criteria (e.g., the 90-day post-origination rule) and understand exactly which acquired assets in your portfolio qualify for the expanded gross-up approach.
2. Apply 2026 "Lessons Learned": Identify the most common pitfalls early adopters faced in 2026-specifically around data collection, identifying acquirer involvement in origination, and integrating legacy M&A data-and learn how to avoid them.
3. Leverage ARCSys for ASU 2025-08 Compliance: See a live demonstration of how ARCSys automatically handles the new gross-up mechanics (Purchase Price + Initial ACL = Initial Amortized Cost) to completely eliminate Day-1 double counting without manual spreadsheet gymnastics.
4. Execute a 2027 Readiness Checklist: Leave with a clear, step-by-step action plan for Q4 2026 to ensure your CECL models, internal controls, and data systems are fully compliant and ready for the prospective adoption deadline.

When examiners and external auditors review your CECL calculations, the math is only half the battle. The true test of your model's defensibility lies in your documentation-specifically, how clearly you articulate the "why" behind your segmentation, economic forecasts, model configurations, and qualitative adjustments.

Using a real-world, best-practice internal memorandum as our guide, this hands-on webinar will walk you through the exact anatomy of a bulletproof CECL documentation package. We will break down how to document your loan pool segmentation, justify your selected economic covariates, and defend specific changes to your model configurations-such as adjusting historical data windows or applying quantitative adjustments to historical loss rates. Finally, we will dive into how to construct a rock-solid, data-driven narrative for your Qualitative Factors (Q-factors) that supports management's view of credit risk.

Join us to learn how to transform complex CECL results into a clear, linear narrative that satisfies regulatory scrutiny and prevents unwarranted pushback from auditors.

Free for No CPE, $25 for CPE

1. Document Segmentation & Methodology: Learn how to clearly articulate your loan pool segmentation methodology (e.g., Consumer, Real Estate, and C&I) based on comprehensive risk assessments, and justify the selection of your primary calculation methodologies, such as Discounted Cash Flow (DCF) or Probability of Default (PD).
2. Defend Economic Covariates: Understand how to document the relationship between external macroeconomic data and your institution's own historical experience, proving their impact on critical variables like charge-offs, prepayments, defaults, and credit utilization.
3. Justify Model Configurations & Adjustments: Master the process of documenting the rationale behind specific model inputs, such as selecting specific historical data windows, defining your forecast periods (e.g., 24-month forecasts), determining reversion methods, and explaining specific quantitative adjustments made to historical data (e.g., a +12% adjustment to charge-offs or a -60% adjustment to prepayments).
4. Substantiate Q-Factor Adjustments: Learn how to bridge the gap between baseline model outputs and real-world portfolio risks. We will outline what specific internal reports (e.g., risk migration analyses, default reports, and concentration shifts) you should reference to document and defend your qualitative overlays.

ARCSys provides this quarterly webinar to support the quarterly review of economic and employment forecasts to be utilized in CECL models. We will discuss the economic environment and specific forecasts of economic and employment indicators. The webinar will also provide numerous public economic forecasts from various organizations to help you determine the correct directions of your forecast for variables you are utilizing in your CECL model.

$25 for No CPE, $50 for CPE

1. Define key indicators that impact economic forecasts and CECL modeling
2. Evaluate changes in economic indicator data over time
3. Determine the general direction of public forecasts by applying economic indicator data