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Learn how DCG's online analytical solutions can help bring clarity to the complex.

Key Questions About Your CECL Model: A Primer for DCG Advisory Clients

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Chase Ogden

Director of MRM

Darling Consulting Group

As Director of MRM, Chase Ogden brings over a decade of programming and modeling expertise. Chase provides a unique perspective of the entire analytics lifecycle, having served in a variety of roles from model developer to senior leader of enterprise-wide, cross functional analytics implementations.


As a practitioner at large and mid-sized financial institutions, Chase has experience in a wide array of modeling approaches, applications, and techniques, including: asset-liability models, pricing and profitability, capital models, credit risk and allowance models, operational risk models, deposit studies, prepayment models, branch site analytics, associate goals and incentives, customer attrition models, householding algorithms, and next-most-likely product association.


Chase is a graduate of the University of Mississippi and holds Master’s degrees in International Commerce Policy and Applied Statistics from George Mason University and the University of Alabama, respectively. A teacher at heart, Chase frequents as an adjunct instructor of mathematics and statistics.

Mark Haberland

Managing Director

Darling Consulting Group

With nearly 30 years of experience in balance sheet and model risk management, hands-on experience in audit and leading the operations of DCG’s Financial Analytics Department, Mark has unique expertise for optimizing and “right-sizing” risk management in the community, mid-size, and large banking space.


In his current role, Mark facilitates educational programs and collaborative workshops and is a trusted resource for financial institutions, industry, and state trade associations, as well as regulatory agencies on a variety of balance sheet and model risk management/validation topics, including IRR, Liquidity, CECL, BSA/AML, MRM/ERM, and ALCO.


Mark is a frequent author and top-rated speaker on a vast array of risk management topics and is Past-Chairman of the Financial Managers Society’s Board of Directors. The son of an educator and member of the faculties of Pacific Coast Banking School and Southwest Graduate School of Banking, Mark’s passion for teaching drives his desire to work with bankers to strive for excellence within their organizations.


Mark lives on the North Shore of Boston with his wife, two children, and two dogs. He is a graduate of St. Michael’s College in Vermont with a degree in accounting.

Current Expected Credit Losses (CECL) was one of the most talked about topics in the banking industry for years. Now that it has been implemented, the hard work is over, right? Not quite!


As a DCG advisory client, you know that it takes a continuous effort by all parties to develop and fine-tune models to maximize risk management effectiveness. CECL is new to the industry; it is critical that you and your team understand your model’s nuances, what the results mean, and how subtle changes can impact results.


Join DCG Quantitative Consultant Chase Ogden as he shares his observations from recent CECL implementations and validations. Chase will address key questions about CECL models – questions that you will want to take back and ask your model owners, credit team, and management group.


It took a lot of work to get CECL up and running. Now, it will take further dedicated monitoring and testing to get through the next phase of the CECL journey. Let Chase be your guide to make sure your hard work is paying off.

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