Tuesday, February 27, 2018
1:00 PM – 2:30 PM Eastern Time
The FDIC and the Federal Reserve Board (FRB), in conjunction with the Financial Accounting Standards Board (FASB), the U.S. Securities and Exchange Commission (SEC), and the Conference of State Bank Supervisors (CSBS), will host a webinar to discuss how smaller, less complex community institutions can implement CECL. The webinar is scheduled for Tuesday, February 27, 2018, at 1:00 pm Eastern Time (ET).
Highlights:
- This webinar will address loan loss rate methods that smaller, less complex community institutions can use to implement CECL, as well as related data considerations and controls.
- Institutions are encouraged to invite representatives from their internal audit function and their external audit firm to participate in the webinar.
- Participants may join the webinar at https://www.webcaster4.com/Webcast/Page/583/24368. Advance registration is not required; however, participants are encouraged to do so at this link. Participants are asked to join the webinar 15 minutes before it begins.
- Participants may dial in to the audio portion of the webinar at 888-625-5230 using participant passcode 68944799#.
- A question-and-answer session will follow the presentation. We encourage participants to submit questions in advance via email at rapid@stls.frb.org.
- The information above is also available in Financial Institution Letter 8-2018.
Presentation Materials:
To replay the webinar and/or access available presentation materials, click the “webcaster” registration link in the bullet points above. If you have not previously registered for the webinar, complete and submit the required information in order to launch the webinar. If you have previously registered for the webinar, enter the email associated with your prior registration, select the log in button, and then select launch webcast on the following screen. After launching the webinar, available materials will be accessible via black buttons near the bottom of the screen. Ensure that your browser window is set to full screen for buttons to be visible.
Additional Information:
To access information for other CECL-related interagency webinars, click on the applicable webinar below.
- Applying Model Risk Management to Current Expected Credit Losses (CECL) Models at Large Banks webinar from September 3, 2019
- Current Expected Credit Losses (CECL) Weighted-Average Remaining Maturity (WARM) Method webinar from April 11, 2019
- Current Expected Credit Losses Methodology Q&A Webinar for Community Bankers webinar from July 30, 2018