Current Expected Credit Loss (CECL) Workshop | 2-Day | GID 23210 | Miami

Friday, March 15th, 2024

£2,800.00

Upcoming Program: 19-20 June 2025 | 16-17 October 2025

Contact us for additional 2025 dates.

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CECL Model: Strategies for Reliable Credit Loss Estimation | 2-Day Deep Dive Course

Join our two-day hands-on CECL Workshop in Miami, to understand the most important credit risk assessment and accounting aspects. The Current Expected Credit Loss (CECL) model under ASC 326 has transformed credit risk assessment and financial impairment reporting. Organizations must estimate lifetime expected credit losses at origination using a data-driven and forward-looking approach.

This process requires expertise in quantitative modelling, scenario analysis, data management, and regulatory compliance. Many companies struggle with implementation, while those that have already adopted CECL continue refining their models to improve accuracy. Our CECL workshop provides professionals with a structured approach to mastering these complexities, ensuring they stay ahead in compliance and risk assessment.

 

Understanding ASC 326 and Its Impact

In December 2019, the Financial Accounting Standards Board (FASB) introduced Accounting Standards Update (ASU) 2016-13: Financial Instruments – Credit Losses (ASC 326). This update fundamentally changed how financial institutions estimate credit losses. Unlike the incurred loss model, CECL requires institutions to estimate expected losses over a financial asset’s lifetime at the time of origination.

This change impacts a wide range of entities, including banks, investment firms, corporate treasuries, and regulated entities under U.S. GAAP. Organizations must adopt new methodologies to ensure compliance, improve risk forecasting, and maintain accurate financial reporting. Our Current Expected Credit Losses Implementation Course provides in-depth insights into the challenges and best practices for adapting to these evolving standards.

 

Overcoming CECL Implementation Challenges

Many organizations still face data limitations, model validation issues, and evolving regulatory expectations. Ensuring compliance with SEC, OCC, FDIC, Federal Reserve, and audit requirements requires continuous improvements in data quality, forecasting techniques, and governance frameworks.

Additionally, integrating CECL models with financial reporting and risk management systems remains a complex challenge. Our CECL training course delivers structured insights and practical solutions to address these critical issues. This program helps professionals streamline their implementation strategies and improve model accuracy.

 

What You Will Gain from This Program

This exclusive two-day program provides in-depth technical knowledge, practical implementation strategies, and expert-led case studies. Participants will gain hands-on experience in building, validating, and optimizing CECL models using advanced methodologies.

The Current Expected Credit Losses Implementation Course equips professionals with the essential skills to navigate CECL challenges. It ensures they develop robust, compliant, and data-driven credit loss estimation techniques.

Whether you are new to CECL or refining your existing framework, this CECL workshop ensures you stay ahead in financial risk assessment and compliance. This program offers the technical depth, regulatory insights, and practical application needed for effective CECL implementation.

 

Key Learning Features

  • Comprehensive CECL model overview – scope, objectives, and key components.
  • Quantitative modeling considerations – balancing model sophistication, cost, and benefit analysis for optimal CECL implementation.
  • PD, LGD, and EAD calculations – hands-on modeling for expected credit losses.
  • Scenario analysis & stress testing – macroeconomic forecasting and risk factor adjustments.
  • Data challenges & model validation – addressing quality, calibration, and governance issues.
  • CECL implementation hurdles – revolving credit, PCD assets, and DCF applications.
  • Regulatory compliance & disclosures – SEC, OCC, FDIC, and Federal Reserve requirements.
  • Strategies to maximize returns under forward-looking risk and emerging industry practices
  • Implementation issues related to revolving credit instruments, PCD assets, and DCF use
  • Real-world application – case studies, portfolio segmentation, and interactive modeling exercises.

 

Our global Program Schedule

Online | Dallas | Chicago | Zurich | Miami | San Francisco | Washington DC | Seattle | Las Vegas | London | Singapore | New York City | Toronto | Seoul

 

For More Information

Thank you for your interest in our CECL workshop! To register or learn more about our program, please contact our customer services team. Our team is available by phone, email, or online chat to assist you with any questions regarding the workshop, including pricing, schedule, location, and registration process.

Don’t miss this opportunity to stay ahead of the curve and enhance your professional skills. Contact our customer services team today to register for the CECL workshop and take the first step towards achieving your career goals. We look forward to hearing from you!

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