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
- Drew Boecher, Managing Director, Darling Consulting Group
- Sam Chen, Senior Consultant, SunGard’s risk management advisory practice and the Ambit Risk Institute
About the Webinar:
Join this complimentary webinar as leading experts, Drew Boecher and Sam Chen, discuss how financial institutions deal with missing risk data and continue to build effective stress testing and credit risk models to manage the risk in their loan portfolios.
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.