Stress Testing: CCAR & DFAST
Source: Risk.net
Venue:
Downtown Conference Center
Address:
157 William Street
NY 10038
New York
NY 10038
New York
Starts:
Wednesday 13 June 2018
Ends:
Thursday 14 June 2018
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.
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Topics
- By industry:
- Banking
- Capital Markets
- Insurance
- Corporates
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