Regulatory Stress Testing (DFAST)
The Benefits of Integrated Stress Testing
If regulations are constantly evolving, shouldn't your ALM model be doing the same? Get ahead of regulations and demonstrate compliance through expanded default shocked/stressed scenarios by modeling credit risk and market risk within one complete system.
Speed, accuracy and efficiency of models are important, but many institutions fail to look at how capital is impacted due to defaults. We'll help you overcome the biggest challenge: finding relationships between hypothetical economic scenarios and your default history by combining four methods you use today.
We can easily show you the benefits of integration: how one set of data and one calculation engine provide you with accurate ALM/DFAST/Financial and Management reporting for the ultimate solution: model at the record level. It can be done and we'll show you how!
- Integrated Stress Testing: Achieving True Integration Around Cashflows
- DFAST Solutions Overview
- CECL: You're Going to Need a Better ALM Model
- CECL Management
- Stress Testing for (Crash) Dummies
- Performing Stress Testing
- Composition of Asset/Liability Management
- Integrated Stress Testing: What are we Missing?
- Convergence Studies on Monte Carlo Methods
- Rate Shocks in Value-Based Measures of Interest Rate Risk