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

Chase Ogden

Quantitative Consultant

Darling Consulting Group

As a consultant with DCG’s Quantitative Risk Analysis and Strategy team, Chase 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

Mark is a Managing Director at Darling Consulting Group. In this role, Mark works directly with financial institutions to strengthen their asset liability management process. He provides support to clients in the areas of liquidity risk management, capital, ALM modeling and reporting and regulatory compliance. He is a top-rated speaker and frequent author and conducts customized workshops and educations sessions for ALCOs and boards.

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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