top of page

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

Darling Consulting Group Logo
Asset/Liability Management
Model Validation & MRM
Data-Driven Solutions
Events
Insights
About Us

A CECL Upheaval - 3 Keys to Better Manage Your Reserve

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.

The storm clouds of an economic downturn that were on the horizon seem to be making their way to shore. Your Current Expected Credit Losses (CECL) model has yet to experience a falling rate environment – how will it perform in the evaluation of potential credit and capital exposures? What do you need to do to prepare?


Join DCG Quantitative Consultant Chase Ogden and Managing Director Mark Haberland as they share observations from validations their team has performed. They will lay out three areas of focus to help ensure your CECL model is “fit for use” and provides reliable results to formulate your reserve.

bottom of page