SAS: A Case Study In Firmwide Stress Testing - Engineering the CCAR Process

Stress testing has become pervasive . The trouble lies in isolating the substantive, insightful activity from the overwrought chaff . Almost an overused platitude, the term “stress testing” can be inserted into just about any process in a financial institution, and there will be an army of consultants claiming to have a best-practice opinion on the topic . The reality is far more convoluted . Often, what is referred to as a stress test is simply a sensitivity analysis with a focus on a

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