Adapting to CECL – Identifying Portfolio Risks

6/23/2016

The new FASB standard for estimating expected credit losses requires significant changes in the way entities calculate credit impairment on financial assets. In addition, entities will need to adapt their data systems, technology, financial models, and governance structures to comply with the new standard. In this article, Crowe presents part one of a comprehensive approach to help make the transition.

Read Part 2: Data Requirements for Making the Transition
Read Part 3: Governance and Oversight for Making the Transition
Read Part 4: The Resources and Technology Considerations to Make the Transition

Adapting-to-CECL-Identifying-portfolio-risks_FS-17001-051A-LG
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