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Keeping Pace with PPNR Modeling Innovation

9TH ANNUAL CAPITAL ALLOCATION AND STRESS TESTING CONFERENCE

Pete Gilchrist, Executive Vice President, Novantas
Andrew Frisbie, Managing Director, Novantas

  • Competing methodologies currently in use at the most sophisticated banks — models vs. estimations, portfolio vs. size and share, OLS/GLS vs. PLS, levels vs. changes
  • Overcoming internal data challenges using industry data
  • Why all current balance and fee modeling is flawed
  • Stationarity and other statistical testing — not as black and white as many portray it
  • 2015 frontier: accuracy in rate forecasting

For more information, contact Novantas Marketing

+1 (212) 901-2772


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