Menu

Making CECL Changes Transparent

September 3, 2020

How can the quarterly changes of Current Expected Credit Loss accounting standard be attributed to underlying risk drivers such as exposure-at-default (EAD), probability of default (PD) and loss-given default (LGD)? Peter-Paul Hoogbruin presents an attribution methodology that is clear and straightforward to implement.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2022 Global Association of Risk Professionals