At Brean Strategic, we have developed three solutions to enable your financial institution to satisfy CECL requirements. Brean’s CECL solutions are affordable and configured to work seamlessly on your existing technology and data infrastructure. Our solutions simplify CECL and provide detailed business intelligence dashboards for detailed CECL reporting for different stakeholders:

1. CECL Top Down Expected Loss Model Institutions can choose a forecasted macroeconomic scenario which best represents the view of their management. Our model has calculated the expected loss for each scenario based on a statistical regression analysis of similar banks in the region. The tool also enables an institution to review their historical performance by region alongside economic indicators.

2. CECL Bottom Up Model For institutions which want more granularity in their forecast, Brean constructed a loan level model based on the statistical analysis of the historical performance of a universe of securitized and bank whole loans.

3. CECL Data Warehouse Many of our clients find it difficult to aggregate piecemeal data which might be culled from a combination of different data sources such as asset-liability management extracts, origination and underwriting data, and servicer data. Brean’s team of data scientists can help financial institutions aggregate their data into a data warehouse, enrich the data with local home prices and unemployment and render this data on a portal for use in risk reporting. In one representative data analytics engagement, Brean built a loan origination and performance database from 400 million data points which is now relied upon by leading asset managers and investors for a multi-billion dollar sector.

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