marcus evans will host the 4^th Edition CECL Methodologies, Implementation & Reporting Conference on June 11-13, 2018 in New York. This conference will give financial institutions a critical insight into the best strategies to hone their CECL implementations methodologies. You will deepen your knowledge of the modeling challenges, improve your strategies for CECL scenario development and tailoring models for different asset classes. Delegates will have the opportunity to consider the challenges of multiple and singular CECL models, especially those presented by integrating CECL alongside CCAR models.

Learn From Key Practical Case Studies:

• BlackRock will assess the additional requirements for effective CECL model implementation
• SunTrust Bank will develop robust modeling scenarios to optimize CECL forecasts
• Regions bank will evaluate the economic and market trends to ensure CECL compliance in a volatile market
• BNY Mellon will optimize a comprehensive CECL timeline to streamline your strategies
• Bank of America will ensure effective capital planning and stress testing

Key Speakers Include:

• Katie Hysenbegasi, Managing Director, Head of Credit Risk Modeling Team, Risk & Compliance, Bank of New York Mellon
• Joel Toms, Managing Director, BlackRock
• Jorge Sobehart, Managing Director, Credit & Obligor Risk Analytics, QRS, Citi
• Jimmy Yang, Managing Director, Credit & Operational Risk Analytics, BMO Financial Group
• Griselda Rondon, Executive Vice President, Chief Model Risk Officer, KeyBank 

For more information, please visit: http://bit.ly/2EEbWQj or you can contact Amanda Pink at apink@global-fmi.com.

marcus evans conferences annually produce over 2,000 high quality events designed to provide key strategic business information, best practice and networking opportunities for senior industry decision-makers.