Stess Testing: CCAR and DFAST 2016

The first day of the agenda intends to break down the regulatory expectations, stress testing governance within an organisations operations and model developments and validation methods. The second day will cover scenarios analysis, capital optimisation liquidity risk and a special on Stress Testing with the Loss Given Default Function. The course will feature presentations from Regulators, Industry experts and specialists from; The Office of the Comptroller of the Currency, UBS, Prescient Models LLC, Federal Reserve Bank of Chicago, Deutsche Bank and more to be announced. Course Tutors - Charlotte Anne Bond, Financial Economist - Enterprise Risk Analysis Division, Office of the Comptroller of the Currency - Fred Pergola, CCAR Methodology Architect - Executive Director, UBS - Joseph L Breeden, Chief Executive Officer, Prescient Models LLC - Jon Frye, Senior Risk Advisor and Risk Specialist, Federal Reserve Bank of Chicago - Monojit Mitra, Director: Head of Balance Sheet and Revenue (PPNR) Modeling, CCAR Stress Testing, Deutsche Bank