Stess Testing: CCAR and DFAST 2016

Topics

• The framework of stress testing from an organisational perspective
• The requirements and expectations of regulators in this area
• Impacts of model validation and different tools used
• Model development and types of stress testing
• The loss given default function
• What is required for scenario analysis
• Liquidity risk management

Who should Attend

Senior attendees involved or interested in:

• Asset Liability Management
• Risk Control/Analysis/Reporting/Modelling
• Compliance Monitoring
• Economic Capital Modelling
• Treasury
• Basel III Compliance
• Liquidity Risk
• Model Validation and Validation
• Internal Audit
• Operational Risk
• Independent Validation
• External auditors and regulators
• Stress testing operations
• Collateral management
• Scenario analysis