Our modular CECL approach gives institutions the ability to accelerate compliance efforts, reduce compliance costs, and limit the impact on capital ratios.Start the Conversation Today
Leverage long-term historical trends and forecasts of property fundamentals across hundreds of metropolitan markets and thousands of submarkets, whether you are developing your own models or supplementing existing data sets.
Reis’s modular CECL approach gives institutions the ability to:
Reduce Compliance Costs
Limit the Impact on Capital Ratios
Accelerate CECL Compliance EffortsLearn More
Reis calculates the lifetime expected loss using a PD/LGD model and provides data and models to support alternative expected loss approaches, such as DCF, Loss Rate, and more.
Industry trusted forecasts supported by nearly 40 years of commercial real estate performance and transaction data.
Group and analyze loans by similar attributes: sector, geographic location, property use, vintage, and more.
Expected credit losses are calculated using the PD/LGD model. Additional data and models are available to support alternative expected loss approaches, such as DCF, Loss Rate, and more.
Qualitative and quantitative reporting capabilities to satisfy disclosure requirements with clearly defined and documented model methodology.