About the course

About the Course

Day one will start with a regulatory update on stress testing and a discussion on risk appetite for scenario designing.  Delegates will understand how to develop a best practice approach to CCAR governance and gain in-depth insight in to the DFAST requirements.  The first day will end with a session on the use of models and their requirements. 

Day two will kick off with how AI and machine learning can be used in stress testing to optimise the process, increase efficiency and aide modelling. Further sessions will include integrating capital planning with CECL and how stress testing models are linked. The course will finish with sessions on liquidity stress testing and an original session on ow the role of audit is important to stress testing.