Advanced CECL Scenario Construction: Mimicking Historical Regimes and Applying Regulatory Stress Tests

Date:

Apr 8, 2026

Register

This webinar goes beyond single-factor sensitivity to focus on the powerful technique of scenario construction for CECL and stress testing. Learn how to leverage historical economic patterns and regulatory frameworks to generate robust, internally consistent forecasts. We will demonstrate how to mimic historical regimes (like stagflation or housing crises) by utilizing the correlated paths of their associated macroeconomic covariates. The webinar will also cover the application of standardized, severely adverse regulatory stress scenarios (such as DFAST) to your credit loss models. Attendees will gain the technical skills needed to create and apply these advanced economic environments to drive better risk and capital planning.

Agenda

April 8, 2026
11:00 am - 12:30 pm EST

This webinar explores advanced scenario construction techniques for CECL and stress testing. Participants will learn how to build realistic, internally consistent economic forecasts by mimicking historical economic regimes—such as stagflation or past housing crises—and using the correlated paths of key macroeconomic variables. The session also covers how to apply standardized regulatory stress scenarios, including DFAST, to strengthen credit loss modeling and support more effective risk and capital planning.

Topics

What You'll Learn

  • Scenario Mimicry using Historical Regimes: Discover how to effectively utilize historical economic periods (or "regimes")—such as the 1970s stagflation, the 2008 housing crisis, or the 2001 recession—to create forward-looking forecasts.
  • Covariate Forecast Construction: Master the methodology for extracting and translating the historical paths of key macroeconomic covariates (e.g., GDP, unemployment, interest rates, housing prices) from a chosen regime and "mimicking" them as realistic, correlated inputs for your current CECL models.
  • Regulatory Stress Scenario Utilization: Understand the structure and application of severely adverse forecasts provided by regulators, such as the Federal Reserve's Dodd-Frank Act Stress Test (DFAST) scenarios. Learn how to map these standardized, multi-variable projections to your institution's specific credit loss models to satisfy stress testing requirements.
Additional Information

Who Should Attend?

This webinar is designed for professionals involved in CECL modeling, stress testing, and credit risk management at banks and credit unions, including risk management, finance, accounting, and credit analytics teams. It is also well suited for individuals responsible for capital planning, model governance, and regulatory reporting who want to strengthen the credibility and defensibility of their economic scenarios.

Fees

Live Webinar - $299.00

  • Live Access
  • 30 Days OnDemand Playback
  • Presenter Materials and Handouts

Available Upgrades

  • 12 Months OnDemand Playback - $120.00
  • 12 Months OnDemand Playback + Digital Download - $150.00
  • Additional Live Access - $95.00 per person

**100% surcharge applied to non-members.

Association Contact
Susan Clark   Silvia Regalado
Professional Development Coordinator   Professional Development Coordinator
o: 317-387-9380   o: 317-387-9380
d: 317-333-7169   d: 317-333-7170
sclark@indiana.bank   sregalado@indiana.bank