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BLOGS. October 23, 2023
In today's ever-shifting financial landscape, mastering the intricacies of model validation is not a matter of best practice but a necessity. As economic uncertainties continue to impact the banking sector, gaining profound insights into CECL (Current Expected Credit Loss) results have never been more crucial. Our latest blog post delves deep into the heart of credit risk modeling challenges, dissecting model risk management challenges and unveiling strategies to validate CECL estimates effectively, even during economic upheaval.