Current Expected Credit Loss

The Argus CECL solution accepts the import of multiple data files from different sources into one central data repository, which becomes the source of truth for all your allowance calculations. A state-of-the-art solution with powerful features and an intuitive interface, the solution delivers automated, accurate and timely calculation of your allowance. The solution provides flexibility to maintain multiple versions of a calculation with separate inputs and assumptions and also comes with an integrated workflow and approval process. A built-in document repository, with an end-to-end audit log and pre-packaged reports keep you audit and examination ready at any point in time.

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Highlights

Economic Data Integration

Economic Data
Integration

Collective and Individual Evaluation

Collective and Individual
Evaluation

Multiple CECL Methodologies

Multiple CECL
Methodologies

Multiple Calculation Scenarios

Multiple Calculation
Scenarios

Comprehensive Reports and Dashboards

Comprehensive Reports
and Dashboards

Data Quality Assessment and Data Upload

Data Quality Assessment
and Data Upload

Workflow Based Approach

Workflow Based
Approach

Peer Data Integration & Analysis

Peer Data Integration &
Analysis

Online Documentation and Self Help

Online Documentation
and Self Help

A Comprehensive, User-Friendly Solution

End to End

The CECL solution is an integrated yet modular solution to measure, monitor, manage and report a bank’s Allowance for Credit Losses. Designed to be audit and examination-ready, the solution meets or exceeds all regulatory requirements and is equipped with a powerful insights module to help C-Level executives with strategic business decisions. The solution offers support for various regulator prescribed CECL methodologies like Vintage Analysis, Cohort Analysis, Weighted Average Residual Life Method and PD/LGD Approach.

End to End

Feature Packed

The solution is built to automate allowance calculation process with power packed features like scenario creation, economic data management, peer analysis and many more. It will help you in a smooth transition from current methodologies to CECL based allowance calculations. It has a business user friendly interface and follows a series of simple steps to determine allowance. All calculations follow maker-checker approval process which promises accountability and reliability.

Feature Packed

Reports and Disclosures

Our Knowledge Hub

Whitepaper 5 Mar 2018

CECL Estimation Techniques - Cohort Analysis

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Regulatory Updates 30 Jul 2018

Current Expected Credit Loss (CECL): Question...

Whitepaper 12 Jun 2017

DFAST and CECL Integration

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