Establishing an appropriate Allowance for Loan and Lease Losses (“ALLL”) amount can be a difficult task. While guidance from the federal bank regulators (“Interagency Policy Statements” issued July 2001 and December 2006) have been helpful in outlining what you need to address when estimating losses, both the ALLL amount and the methodologies that support the calculation continue to come under scrutiny during routine exams.

Register for this comprehensive webinar for a review of current regulatory mandates with regards to assessing ALLL model risk. In just 90 information-packed minutes, you’ll learn how to quantitatively identify credit risk in performing and non-performing loans, examine key components of an ALLL modeling solution and gain the knowledge needed to meet regulatory demands and business needs. You’ll take away a comprehensive framework for verifying and validating FAS 5 and FAS 114 components of the ALLL reserve and a checklist for successful compliance and business oriented assessment solutions will be provided.

• Understand how to quantitatively identify credit risk exposures in performing and non-performing loans
• Examine the key components of a winning ALLL modeling solution
• Gain best practices in supporting processes and governance for ALLL
• Explore quantitative solutions that objectively confirm qualitative loss factors
• Develop the knowledge needed to meet regulatory requirements and satisfy your business needs

• Current Regulatory Guidance for ALLL Model Solutions
• OCC Bulletin 2006-47 guidance
• Other regulatory mandates for ALLL
• Pinpointing Problems Before They Happen
• Solutions for quantitatively identifying potential credit risk in existing performing loans
• Assigning Loss Exposure in problem loans
• Best practices for assigning loss exposure outcomes to currently non-performing loans
• ALLL Analytical Methodologies, Documentation, and Compliance
• Identify quantitative and judgmental solutions that improve your process while satisfying regulatory demands

CPE is not available for recorded sessions.

For more information regarding administrative policies such as complaints or refunds, call 800-ASK-4FMS (800-275-4367).

This webinar is designed to benefit anyone responsible for ALLL at a financial institution, including:

• CEOs
• CFOs
• Controllers
• Treasurers
• Funding/Investment Managers
• Assets/Liability Managers
• ALCO members

Bill founded MPS in 1995 - bringing over 20 years of industry experience to assessing IRR and enhancing multiple dimensions of balance sheet performance. Currently, he provides strategic direction, product development and technical expertise to the firm. Prior to founding MPS, Bill served as a former senior vice president with ALM model vendor Sendero Corporation, as well as a vice president at the Federal Home Loan Bank of Cincinnati. A frequent industry speaker and author, Bill possesses 10 years of university teaching experience.

Order a CD-ROM or On-Demand access to the recorded webinar. Note: CPE credit cannot be earned by viewing the recorded webinar.