Key Highlights of Stress Testing USA: DFAST Edition
Determine where the bar is for different sized institutions, how to utilize resources and find a comfort level for investment and process
CONTROLS, CHALLENGE & GOVERNANCE
Understand how to build an effective governance, control and challenge process
BEYOND REGULATORY COMPLIANCE
Develop stress testing into a long term, repeatable exercise for use beyond regulatory compliance
Assess how to effectively document the process
Best practices for building accurate models, PPNR modeling, credit loss models and modeling uncommon and non-traditional business activities
Learn how to manage model risk, validate models, set effective model risk buffers and effectively use vendor models
MOVING TO CCAR
Understanding the gains and losses for institutions on the verge of crossover
DATA FLOW AND RECONCILIATION
Key insights on building a system for effective data flow and reconciliation
Featuring More Than 20 Heads of Stress Testing
Head of Stress Testing
City International Bank
MD, Stress Testing
Head of Portfolio Analytics
Silicon Valley Bank
Director, Enterprise Risk Modeling
Director, Market Risk Management
VP, Risk Modeling
Why Should You Attend?
“Reputational risk is a real challenge; the first time around the track, midsized banks want to
get the turns right.”
Frank Keating, President, American Bankers Association
In 2015, dozens of midsized banks in the US have been asked to follow suit of the major CCAR institutions and for the first time announce the results of the DFAST exercise, showing that they have enough capital and liquidity to withstand a deep recession and prolonged turmoil in financial markets.
CFP’s Stress Testing USA 2015: DFAST Edition Congress has been researched with DFAST institutions, ranging between $10 – 50 Bn in assets, and delivers thought-leadership, best practices and industry insight from more than 20 Senior Risk and Stress Testing practitioners.
Across two-days, participants will hear thought-provoking and insightful presentations and discussions addressing the key challenges being faced institutions subject to DFAST compliance.
Key challenges addressed for 2015 include:
- Setting the bar for resource and investment levels
- Controls, challenge and governance
- Model validation and development
- Data flow and reconciliation
and much more..