Stress Testing

• Help bank management and regulators to understand a bank’s portfolio strength and composition
• Provide guidance on commercial and consumer scenario testing, and stress testing

• Help bank management and regulators understand a bank’s financial strength and capital adequacy
• Provide guidance on capital planning, scenario testing, and stress testing
• DFAST and CCAR expertise

• Ensure compliance with regulation guidance on models, frameworks, and programs

• Assess compliance with regulatory guidance and industry practices
• Formulate and integrate consistent climate risk processes within lending and credit risk teams
• Enhance the quality of credit risk assessment by incorporating climate factors

CCAR and DFAST risk assessments are a means to assess compliance with regulatory guidance and industry practices.

• Develop, review, enhance, validate, and document credit risk models across multiple portfolios (including corporates, private equity, retail, leveraged loans, financial institutions, public finance, energy, and SMEs)
• Credit decisioning model validation and model tuning (SR 11-7, TRIM, AMA, IRB)