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Interagency Webinar: Applying Model Risk Management to
Current Expected Credit Losses (CECL) Models at Large Banks

Tuesday, September 3, 2019
2:00 PM – 3:00 PM Eastern Time

The FDIC, the Federal Reserve, and the Office of the Comptroller of the Currency (the Agencies) will jointly host a webinar to clarify the use of model risk management by large institutions for model-based processes employed in their CECL frameworks. The webinar is scheduled for Tuesday, September 3, 2019, at 2:00 p.m. Eastern Daylight Time.


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.