Monday, July 30, 2018
1:00 PM – 2:30 PM Eastern Time
The federal banking agencies, in conjunction with the Financial Accounting Standards Board (FASB), the U.S. Securities and Exchange Commission (SEC), and the Conference of State Bank Supervisors (CSBS), will host an interagency webinar on Monday, July 30, 2018, at 1:00 p.m., Eastern Time, focusing solely on questions received from community bankers about the new credit losses accounting standard, which introduces the current expected credit losses methodology (CECL).
Highlights:
- This Q&A webinar will provide answers to various CECL questions the agencies have received from community bankers.
- Participants may submit additional questions for consideration during the webinar. However, any institution-specific questions should be directed to an institution's primary federal regulator. FDIC-supervised institutions may submit such questions by email to CECL@fdic.gov.
- Bankers are encouraged to invite representatives from the functional areas within their institutions who are involved in the implementation of the new credit losses accounting standard to participate in the webinar.
- Participants may join the webinar at https://www.webcaster4.com/Webcast/Page/583/26144. Advance registration is not required; however, participants are encouraged to do so at this link. Participants are asked to join the webinar 15 minutes before it begins.
- Participants may dial into the audio portion of the webinar at 888-625-5230 using participant passcode 93535703#.
- Specific questions about the webinar or your registration may be directed to the webinar producer at rapid@stls.frb.org.
- The information above is also available in Financial Institution Letter 34-2018.
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.
- Applying Model Risk Management to Current Expected Credit Losses (CECL) Models at Large Banks webinar from September 3, 2019
- Current Expected Credit Losses (CECL) Weighted-Average Remaining Maturity (WARM) Method webinar from April 11, 2019
- Implementation Examples for the Current Expected Credit Losses Methodology (CECL) webinar from February 27, 2018