Stress Testing: CCAR & DFAST New York

Come and join our stress testing experts for an insightful course on DFAST, CCAR, various types of modelling, governance and be the first to hear about the new session on stress testing climate risk

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Stress Testing: 
CCAR & DFAST

February 27-28, New York

 

View the Agenda          Pricing & Registration

Capital planning is a continuous process that needs alignment to supervisory expectations. Learn about regulatory requirements for stress testing and the different perspectives that can be translated when working across different jurisdictions.  The course will help with understanding of PPNR model requirements, identifying model risk, leveraging Basel models for CECL and effective model validation. New sessions on optimizing the stress testing process with AI and machine learning and the role of internal audit.

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Learning Outcomes
  • Update on regulatory requirements
  • How to set parameters for scenario design and stress testing
  • The challenges that foreign banks face where there are differing capital planning requirements
  • How AI and machine learning can increase efficiency and optimise stress testing processes
  • Use of models under CCAR, effective model validation and use of Basel and stress testing models for CECL
  • The role of internal audit in stress testing
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Who Should Attend

Relevant departments may include but are not limited to:

  • Stress testing
  • Scenario analysis
  • Risk modelling
  • Governance
  • Compliance
  • Liquidity

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Kevin J Clarke

Executive Director, Group Regulatory and Governance, Americas

UBS

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Sunil Gangwani

Co-founder

PLOOTUS

Sunil Gangwani, Co-founder, PLOOTUS

Co-Founder of the fintech Start-up, Plootus. The company is developing an easy to use & integrated financial planning tool for retirement, focused especially on 401(k) market. Strategic business partner with 17 years of diverse experience in risk and finance roles with GE Capital, ING & PwC. Developed a risk appetite framework for a SIFI covering liquidity, credit and various other risk categories. Drafted liquidity stress framework for an FBO. Finance graduate from Shri Ram College of Commerce Delhi, India, Chartered Accountant from The Institute of Chartered Accountants of India and MBA from NYU Stern School of business.