Stress Testing: CCAR & DFAST
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.
- 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
- 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