|Jumping the Hurdle of Missing Risk Data – Stress Testing with the Data You Have Right Now
Date: June 17, 2014
Time: 9 a.m. East Coast (USA), 2 p.m. GMT, 3 p.m. CET
About the Webinar:
Banks are under increasing regulatory pressure to develop the analytical tools to build effective models and manage the risk in their loan portfolios, especially in terms of conducting stress testing. However, risk modelling demands long and well-populated sets of data, and banks often find that their data is incomplete and tricky to compile from different information silos across the bank.
During this session, we explore actual approaches used by $5-50B banks to stress test their loan portfolios, including methods used by banks that have gaps in their current data. Additionally, we will provide useful insights regarding the successes and misses organizations experienced through the first wave of DFAST efforts, with a focus on items that are resonating with regulators.