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How to Maximize the Value of a CECL Model Validation

January 30 @ 2:00 pm - 3:00 pm EST



Baker Tilly is partnering with ARCSys to present How to Maximize the Value of a CECL Model Validation.

Current Expected Credit Losses (CECL) models generally represent high risk compared to lending institutions’ other models. Not only does CECL estimate go directly into an entity’s financial statement, but it’s likely going to be subject to audit and regulatory review. At this point in the CECL journey, many organizations still haven’t gotten their model validated by an independent third party. For those who have already had a validation completed on their CECL model, ensure you are getting the most out of your model validation and tie up the loose ends.

Now offering 1.2 CPE Credits for this event!

CPE Credit:

  • 1.2 CPE Credits for this series
  • Level: Intermediate
  • Field of Study: Accounting
  • Instructional Delivery Method: Group Internet Based
  • Prerequisites: Experience in bank accounting, lending, or analytics
  • Advanced Preparations: None

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