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Advancements in PPNR Model Development: Results of Novantas’ 2015 Review

10th Annual Capital Allocation & Stress Testing

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

Interactive Workshop B

  • Refined approaches to developing quantitative and more easily-defensible expert judgment methodologies
  • Advancements in componentizing balance models to improve accuracy and usefulness outside of stress testing
  • Strengthening linkages between longer-term external data with shorter-term internal data
  • Increasing statistical rigor when building deposit interest rate forecasts

For more information, contact Novantas Marketing

+1 (212) 901-2772

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