Current Expected Credit Loss (CECL) Modelling & Implementation Course

The Current Expected Credit Loss (CECL) Modelling & Implementation Course offers a practical and comprehensive learning path for credit risk, finance, accounting, and modelling professionals. The program explains ASC 326 requirements, key CECL components, and end-to-end model development. Participants learn how to build, validate, and document CECL models using PD, LGD, EAD, segmentation, macroeconomic overlays, and forward-looking scenarios. The course also covers data preparation, assumptions, qualitative adjustments, and post-implementation calibration, helping organisations strengthen the accuracy and reliability of their credit loss estimates.

This course equips professionals with the tools needed to meet regulatory expectations and support strong risk management. It focuses on CECL governance, controls, reporting, and internal audit considerations. Real case studies and modelling examples show how CECL affects loan portfolios, financial statements, and capital planning. The training gives teams a clear understanding of model risk, sensitivity analysis, back-testing, and documentation standards. It is designed for organisations across financial services, lending, investment, and credit-intensive sectors that want to strengthen their CECL framework and improve the quality, reliability, and governance of their credit risk models.