Stress Testing Model Governance Under SR15-18 Q3 2017
We know your Model Governance teams are short on time and long on regulatory demands. Undergoing a CCAR/DFAST review can be rigorous, stretching those governance teams’ capabilities to deliver and support the high-quality frameworks needed to pass regulatory scrutiny.
This webinar will cover real world SR15-18/19 experiences and lessons, including the model risk components and process verifications your financial institution needs to have in place before stepping into a complex SR15-18/19 review.
Key Learning Points:
- Are we required to validate our Challenger Models?
- CCAR Results and Insights
- What are the focus areas for 2018 based on the June CCAR results?
- SR 15-18/19 Experiences and Lessons
- What components require Model Validation?
- Common Experiences with Quantitative and Qualitative Components in 15-18/19
- Use and evaluation of model overlays
- Benchmark Models Under 15-18/19
- Sensitivity Analysis
Todd Pleune is a Managing Director in the Model Risk practice of Protiviti’s Data Management and Advanced Analytics Solution. Todd focuses on risk modeling and model validation for Market, Operational, Credit, and Conduct Risk. Recently, Todd has supported stress testing model development, validation and internal audit at more than 15 major banks.
Jarred Saunders, a Manager in the Model Risk practice, has demonstrated expertise in CCAR process review and model audit, ALLL model validation, M&A validation, liquidity stress testing model validation and market approach model validation.