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Complying with the DFAST/CCAR requirements within an existing quantitative models and model risk management framework is one of the most daunting of the many recent challenges banks, Bank Holding...

DFAST / CCAR Model Risk Management Stress Testing Model and Data Governance

In 2012, economists from the FHFA published a research paper describing a countercyclical approach for estimating the capital level required for mortgage portfolios to withstand future shocks to...

DFAST / CCAR Stress Testing Model and Data Governance

The data collected through the Capital Assessments and Stress Testing (FR Y–14) [1] schedules provide the Federal Reserve with the information and perspective needed to help ensure that large bank...

DFAST / CCAR Stress Testing Model and Data Governance

The Federal Reserve Board (FRB) recently released regulatory guidance outlining its capital planning expectations for large financial companies. The guidance addresses many areas of the capital...

DFAST / CCAR Stress Testing Model and Data Governance

If you've ever worked with us, you know that we are pretty proud of the fact that we bring the smartest, most dedicated people in the industry to solve our clients' hardest problems. On our Team page...

DFAST / CCAR Stress Testing Model and Data Governance

While the execution of robust model risk governance processes are critical for all financial institutions performing annual stress tests, in many cases, the successful delivery of DFAST 2016 results...

DFAST / CCAR Stress Testing Model and Data Governance

Capital is critical to a bank’s ability to absorb losses and maintain adequate liquidity. The financial crisis illustrated that the market’s confidence in the capitalization and overall financial...

DFAST / CCAR Stress Testing Model and Data Governance

Adequate Capital, But Expect More Capital Planning Scrutiny

The 2015 CCAR results reveal that, while most BHCs have adjusted their portfolios and implemented models that produce quantitative results...

Stress Testing Model and Data Governance
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