Stess Testing: CCAR and DFAST 2016 covers topics such as:
- 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
Stess Testing: CCAR and DFAST 2016 brings together 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