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Advanced CECL Scenario Construction: Mimicking Historical Regimes and Applying Regulatory Stress Tests

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.
When
4/8/2026 10:00 AM - 11:30 AM
Central Daylight Time

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