Description: This webinar will provide a comprehensive overview to back-testing CELC models, a critical component of ensuring accuracy and regulatory compliance. Participants will gain practical knowledge on defining and implementing robust back-testing methodologies, focusing on the analysis of weighted average loss and prepayment rates across active vintages. We will explore how to compare forecasted...

Description: Understanding CECL volatility and sensitivity analysis can be complex and involves significant judgment, making CECl estimates susceptible to both internal and external factors. In this session, we will delve into the critical aspects of sensitivity analysis and volatility management within the CECL framework. We will explore practical techniques for conducting sensitivity analysis, interpreting the...

  ARCSys provides this quarterly course 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 course will also provide numerous public economic forecasts from various organizations to help you determine the correct direction...

In today’s dynamic financial environment, effective Asset Liability Management (ALM) is paramount for the health and profitability of any financial institution. This webinar provides a comprehensive exploration of ALM principles, techniques, and best practices. We will delve into the core components of a robust ALM framework, including balance sheet analysis, interest rate modeling, liquidity forecasting,...