Auditing Stress Testing and CCAR - How to Pass it?

This session will discuss enterprise-wide stress testing program, the complexity of CCAR, A state of the art review of CCAR stress test design, CCAR frameworks, Organizing and validating the transmission chain from macro to market shocks down to single position shocks and how to balance art and science in stress test design.

Why Should You Attend:

The CCAR Stress Test is a regulation from the time of the 2008 banking and financial collapse. The purpose of CCAR Stress Testing is to ensure banks are well capitalized to the point of absorbing excessive risk based on levels of capitalization. If a bank fails the stress test, it is because the bank is insufficiently capitalized. Banks and financial institutions are subject to the stress test to determine if there is excessive risk in the banking industry notably contained within the lending institution. Regulatory changes can impact the CCAR and may change the amount of capitalization that is required. This webinar will address the issue of capitalization and how banks can pass tress test examinations.