Applying Model Risk Management to Current Expected Credit Losses (CECL) Models at Large Banks
Interagency Webinar
Summary
The FDIC, the Federal Reserve, and the Office of the Comptroller of the Currency (the Agencies) will jointly host a webinar to clarify the use of model risk management by large institutions for model-based processes employed in their CECL frameworks. The webinar is scheduled for Tuesday, September 3, 2019, at 2:00 p.m. Eastern Daylight Time (EDT).
Statement of Applicability to Institutions under $1 Billion in Total Assets:
This Financial Institution Letter is targeted to FDIC-supervised institutions with at least $50 billion in total assets. However, all FDIC-supervised institutions are welcome to participate in the webinar.
Suggested Distribution:
FDIC-Supervised Institutions
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