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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.

Upcoming
DATE

Wednesday, April 8, 2026
11:00 am - 12:30 pm

FORMAT

Webinar

  • Accounting/Reporting
  • Commercial/Business Lending
  • Compliance
  • General Compliance
  • Lending
  • Reporting
  • Risk Management/Legal
  • Board Member
  • Commercial Lender
  • Compliance Officer
  • Controller/Accountant
  • Credit Analyst
  • Loan Operations Manager/Specialist
  • Mortgage Lender
  • Risk Manager
  • Senior Management

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This webinar explores advanced scenario construction techniques for CECL and stress testing. Participants will learn how to build realistic, internally consistent economic forecasts by mimicking historical economic regimes—such as stagflation or past housing crises—and using the correlated paths of key macroeconomic variables. The session also covers how to apply standardized regulatory stress scenarios, including DFAST, to strengthen credit loss modeling and support more effective risk and capital planning.

Who Should Attend

This webinar is designed for professionals involved in CECL modeling, stress testing, and credit risk management at banks and credit unions, including risk management, finance, accounting, and credit analytics teams. It is also well suited for individuals responsible for capital planning, model governance, and regulatory reporting who want to strengthen the credibility and defensibility of their economic scenarios.
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