bg-arrow-down icon-arrow-up icon-back-to-top icon-linkedin icon-menu icon-search icon-twitter logo-white slider-arrow-left-gray slider-arrow-left slider-arrow-right-gray slider-arrow-right

Making CCAR PPNR Models Useful to Business Experts: Case Studies

Stress Testing USA: CCAR & DFAST

Jonathan ‘Wes’ West, Managing Director, Novantas
Ryan Schulz, Principal, Novantas

  • Unifying interest rate behavior across deposit products
  • Capturing appropriate rate sensitivity in macroeconomic models
  • Componentizing models to achieve both stress testing and ALM goals

For more information, contact Novantas Marketing

+1 (212) 953-4444