Stress Testing:  CCAR & DFAST

Source: Risk.net

Following the introduction of the CCAR and DFAST mandates, banks have placed a greater focus on improving their stress testing processes, ensuring they are performed in a timely and consistent manner.

This two day course developed by Risk Training will provide attendees with all the tools needed to construct a best practice approach to stress testing to meet current regulatory requirements.

Learning Outcomes

• Comprehensive understanding of CCAR and DFAST regulation
• Develop a best practice approach to conducing stress testing exercises in your own organization
• Identify key scenario design considerations
• Strategies to approach model benchmarking
• Linkage between stress testing and CECL
• Incorporating a level of liquidity risk in stress testing and reviewing CLAR requirements

Course highlights

• Examine approaches to stress testing in a changing regulatory environment
• Address the use of models under CCAR and related challenges
• Course delivered by a variety of leading expert practitioners and consultants
• Understand the relationship between risk appetite, scenario design and stress testing
• Regulatory expectations for consistency and overlap of CECL, DFAST and CCAR mandates
• Approaches to managing firm wide CCAR implementation

Find out more about this event.