Stress Testing: CCAR & DFAST New York

Come and join our stress testing experts for an insightful course on DFAST, CCAR, various types of modelling, governance and be the first to hear about the new session on stress testing climate risk


Stress Testing: 
February 27-28, New York

View the Agenda          Pricing & Registration

Capital planning is a continuous process that needs alignment to supervisory expectations. Learn about regulatory requirements for stress testing and the different perspectives that can be translated when working across different jurisdictions.  The course will help with understanding of PPNR model requirements, identifying model risk, leveraging Basel models for CECL and effective model validation. New sessions on optimizing the stress testing process with AI and machine learning and the role of internal audit.

Learning Outcomes
  • Update on regulatory requirements
  • How to set parameters for scenario design and stress testing
  • The challenges that foreign banks face where there are differing capital planning requirements
  • How AI and machine learning can increase efficiency and optimise stress testing processes
  • Use of models under CCAR, effective model validation and use of Basel and stress testing models for CECL
  • The role of internal audit in stress testing
Who Should Attend

Relevant departments may include but are not limited to:

  • Stress testing
  • Scenario analysis
  • Risk modelling
  • Governance
  • Compliance
  • Liquidity

Kevin J Clarke

Executive Director, Group Regulatory and Governance, Americas


Sunil Gangwani



Sunil Gangwani, Co-founder, PLOOTUS

Co-Founder of the fintech Start-up, Plootus. The company is developing an easy to use & integrated financial planning tool for retirement, focused especially on 401(k) market. Strategic business partner with 17 years of diverse experience in risk and finance roles with GE Capital, ING & PwC. Developed a risk appetite framework for a SIFI covering liquidity, credit and various other risk categories. Drafted liquidity stress framework for an FBO. Finance graduate from Shri Ram College of Commerce Delhi, India, Chartered Accountant from The Institute of Chartered Accountants of India and MBA from NYU Stern School of business.

Dr. Michael Jacobs

Senior Quantitative Analytics & Modelling Expert


Andy Spero


Spero Risk Associates

Samrah Kazmi


Senior Principal Consultant

Lee Medoff


Hedgehog Analytics

Lee Medoff is the founder and CEO of Hedgehog Analytics, a data and analytics consulting firm that provides analytics services and solutions, with the Financial Services sector a primary area of focus. The firm advises tech startups as well, including those in the FinTech sector.

Lee began his career in finance with the Decision Sciences group of the credit card division of JPMorgan Chase, where he developed models to optimize the return on the bank’s card portfolio. He then joined the Models and Methodologies group of the New York Fed, where as part of the Bank Supervision group he focused on Credit and Operational risk, reviewing the models banks in the 2nd District used for Basel, Economic Capital and Stress Testing purposes.   Following the Fed he moved to Moody’s Analytics Risk Management Services, where he oversaw analytics teams in New York and India developing and customizing models for the firm’s software.  He also was a consultant for the Quantitative Advisory Services Group of EY’s Financial Services Risk Management practice, where he worked on stress testing, CCAR and CECL banking and trading book projects for large US and Global financial services clients.

He holds advanced degrees in Statistics from Columbia University and Economics from New York University.

Lee enjoys reading, cycling, and all things tech and is a die-hard foodie.