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The Challenges of Model Risk Management: Transitioning from ALLL to CECL

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Current Expected Credit Loss (CECL) is forward-looking and broadens the range of data that must be considered in the estimation of credit losses for financial institutions. More specifically, CECL requires consideration for past events as well as current conditions, but also reasonable and supportable forecasts affecting expected collectability. In an interview with Kevin Oden, founder and managing partner of Kevin D. Oden & Associates and managing di…

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