Stress Testing: CCAR & DFAST New York

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.

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Stress Testing: 
CCAR & DFAST

June 13-14th, New York

 

View the Agenda

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
Who Should Attend

This course is primarily aimed at those working in stress testing and regulatory compliance however Risk welcomes anyone who would benefit from this training. Specific job titles may include but are not limited to:

  • Head of Stress Testing
  • Stress Testing Analyst
  • Head of CCAR
  • Scenario Analysis
  • Risk Modelling
  • Market Risk
  • Risk Reporting
  • Model Development
  • Compliance
  • Governance