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Making CCAR PPNR Models Useful to Business Experts: Case Studies

Novantas Webinar Series

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

The most forward-looking banks are recognizing that PPNR stress test modeling is too time-consuming and too expensive to be limited to a regulatory box-checking exercise. Instead, a growing number of both 15-18 and 15-19 CCAR banks are taking the opportunity to slightly improve the sophistication of their PPNR models to make the results a lot more useful in non-stress test contexts. In this webinar, we outline the modeling and segmentation decisions we have made with past clients to allow PPNR models to be a core engine for NII and EVE sensitivity, address key questions regarding mix shifting, and bring the PPNR models to the annual strategic planning process as a copilot and not just an afterthought.

For more information, contact Novantas Marketing

+1 (212) 953-4444