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Appendix B – Loan Portfolio Segments

The Simplified CECL Tool (CECL Tool) is structured to parallel the loan portfolio segments in NCUA’s Call Report. Accordingly, the CECL Tool calculates the Allowance for Credit Losses on the following segments:

  • Unsecured credit card loans
  • Payday alternative loans (PALs I and PALs II)
  • Non-federally guaranteed student loans
  • All other unsecured loans/lines of credit
  • New vehicle loans
  • Used vehicle loans
  • Leases receivable
  • All other secured, non-real estate loans/lines of credit
  • Secured by first lien on a single 1- to 4-family residential property1
  • Secured by junior lien on a single 1- to 4-family residential property2
  • All other (non-commercial) real estate loans or lines of credit
  • Commercial loans/lines of credit real estate secured
  • Commercial loans/lines of credit not real estate secured

Before the March 2022 Call Report update, charge-off data was not collected at the same level of segmentation for five of the above segments. For the CECL Tool to compile the weighted average 3-year net charge-off rate using Call Report data, certain real estate loan segments and other loan segments were grouped together.

The following segments are grouped as “Real Estate Secured Consumer Loans”:

  • Secured by first lien on a single 1- to 4-family residential property
  • Secured by junior lien on a single 1- to 4-family residential property
  • All other (non-commercial) real estate loans or lines of credit

The following segments are grouped as “All Other Loans”:

  • All other unsecured loans/lines of credit
  • All other secured non-real estate loans/lines of credit

To facilitate data entry, credit unions will enter their current loan balances by the 13 loan portfolio segments. The CECL Tool will apply the previously listed groupings to calculate the related average 3-year net charge-off rate for each segment or grouping.


Footnotes


1 Prior to the first quarter of 2022, this item included commercial loans secured by first lien on real estate.

2 Prior to first quarter of 2022, this item included commercial loans secured by junior lien on real estate.

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