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

The CECL Seesaw: Navigating Your Model's Limitation

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.

Despite the widespread use of vendor solutions for estimating Current Expected Credit Losses (CECL), model methodologies are not without limitations. During periods of uncertainty, these limitations can become more pronounced, calling into question the reliability of model results at the times when trust is needed most. Is your model sensitive to economic forecasts, or is it mostly reliant on current conditions? Will your model capture turning points, or will it lag in a changing environment? Does your qualitative adjustment process fluctuate every period to address quantitative model limitations?


Join DCG Director of Model Risk Management Chase Ogden and Managing Director Mark Haberland as they discuss case studies from the validation experiences of the DCG team. They will share a survey of the most common limitations and propose solutions that you can use at your institution to ensure your CECL model remains balanced and fit-for-use.

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