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Financial Institution Letters

August 27, 2019

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

Printable Format:

FIL-48-2019 - PDF (PDF Help)


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 (EDT).

Statement of Applicability to Institutions with Total Assets Under $1 Billion: This Financial Institution Letter is targeted to FDIC-supervised institutions with at least $50 billion in total assets. However, all FDIC-supervised institutions are welcome to participate in the webinar.


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