CECL Model
Using FRED historical macroeconomic series, walk-forward out-of-sample backtests, and dynamic allowance forecasting.
Unemployment Rate (%)
Real GDP Growth (%)
Exposure at Default ($)
Forecast Horizon (Quarters)
Projection
Forecasted Annualized Rate
--
CECL Reserve
Lifetime Expected Loss
--
Macroeconomic Series & Stress Periods
Walk-Forward Validation