8th Annual Stress Testing USA 2020

Key Topics

• DFAST REQUIREMENTS
  • Comparing SR 15-19 to15-18 as a Guide for What is to Come for DFAST Banks
  • Understanding the requirements for organizations moving towards CCAR compliance
  • Prioritizing DFAST improvements for 2017 DFAST
  • DFAST as a full year process
  • Top 5 governance challenges for stress test program
  • Reviewing the evolution of DFAST processes from past tests and looking forward
• CCAR COMPLEXITIES
  • Developments in regulatory reporting templates and infrastructure required to comply
  • Overview of the process for new filers and existing ones: Controls and best practices
  • Overview of requirements as determined under regulation SR15-18
  • Data challenges specific to CCAR to ensure accurate data inputs
  • Reviewing global regulatory guidance and consistency in requirements
• QUALITATIVE FOCUS
  • Using stress testing alongside risk appetite for more informed decisions
  • Taking a step back to the future
  • Effectively incorporating stress testing into business as usual practices across the business
  • Reviewing capital planning tools and incorporating stress testing results
  • Top 5 governance challenges for stress test program
  • Aligning risk and finance departments for finance reporting of results
  • Using stress testing as a tool for better risk management and improved reporting practices
• QUANTITATIVE FOCUS
  • Reviewing challenges in data requirements for full stress test submission
  • PPNR model development: Understanding the requirements to create accurate models
  • Overview of inclusion for RWA in stress testing reporting
  • Modeling practices for operational risk under stress testing requirements
  • Best practice for PPNR model back testing to satisfy regulatory scrutiny
  • Industry overview of quantitative methods and frustrations