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Can't travel? Don't want to travel? LFS LiveLFS Live brings the class to you!

  • Live interactive training from world renowned practitioners in the comfort of your own home
  • Real classroom experience without the inconvenience of travel
  • World class teaching from the comfort of your preferred location

Please contact us for more information at info@londonfs.com.

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Bank Stress-Testing: CCAR, DFAST, and ICAAP

This two-day program focuses on Bank Stress-Testing from a US bank perspective (including foreign banks active in the US). The capital stress-testing models presented can be used for Dodd-Frank Act required company-run stress tests under the same macroeconomic assumptions as used in the Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Supervisory Stress Test (DFAST).

These models can also be used for banks’ Internal Capital Adequacy and Assessment Process (ICAAP) and Supervisory Review and Evaluation Procedure (SREP).

Over a sequence of workshops, participants will build a complete capital stress test model for a tier 1 corporate bank, illustrating stressed loan loss methodologies across all major loan types within retail and wholesale.

Finally, the course also covers qualitative aspects of CCAR, including Federal Reserve’s expectations regarding risk management and internal controls.

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  • Date:
  • Please contact us
  • Venue:
  • Manhattan - New York
  • Fee:

This course is also available in London Time Zone and Singapore Time Zone

Who The Course is For

  • Bank credit and equity analysts
  • Risk managers, counterparty risk, and CVA desks
  • Asset managers
  • Bond holders
  • Hedge fund managers
  • Bank treasury managers
  • Bank regulatory capital managers
  • Government Treasury staff
  • Regulators

Prior Knowledge

  • Familiarity with Microsoft Excel
  • Basic understanding of financial statements

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