Navigating Loan Pool Segmentation under CECL
Presenter: Robert Ashbaugh
Proper loan pool segmentation, already a critical issue in the incurred-loss method of calculating the allowance for loan and leases losses (ALLL), is expected to have even more importance under the current expected credit loss model (CECL). Various methodologies for forecasting expected credit losses will require specific kinds of segmentation in order to execute them.
Join Sageworks Executive Risk Management Consultant Rob Ashbaugh as he discusses how to revisit loan pools for ALLL calculations under CECL.
Watch to learn:
- How segmentation procedures may change under CECL
- Achieving the balance between granularity and statistical significance
- Actionable steps for making segmentation updates
About the Presenter
Robert Ashbaugh, Executive Risk Management Consultant
Rob Ashbaugh is an executive risk management consultant at Sageworks and is responsible for assisting financial institutions with their risk management needs. Rob has more than twenty years of capital markets and commercial banking experience as both a portfolio manager and risk manager, with a primary focus on mortgage-backed securities, whole loan portfolios and commercial lending. Among his responsibilities were monthly ALLL calculations, institutional and concentration stress testing and risk analytics. He is a past holder of the Series 7, 52 and 63 licenses and has received formal credit training. Rob received his bachelor’s degree in both economics and international business from Temple University.