Developing efficient models to support stress-testing process

Developing efficient models to support stress-testing process

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Banking Regulation
Capital Management
CECL
Compliance and Risk
Credit Risk (measurement & management)
Cyber Crime
Data
Enterprise Risk Management
FRTB
Fund Management
IFRS 9
Insurance Risk

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Agus Sudjianto, Head of Corporate Model Risk, Wells Fargo Bank
Download the PDF document to gain insights on:

  • CCAR/DFAST model risk timeline
  • Model data/input and sources
  • Modeling framework
  • Choice of variable, transformation, and sensitivity
  • Stress Testing models
  • Dependency management in the model lifecycle

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