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PPNR model development: Understanding the requirements to create accurate models

Stress Testing USA: CCAR & DFAST

Jonathan ‘Wes’ West, Managing Director, Novantas
Douglas Ellison, CCAR Director, Mitsubishi UFJ

  • Model development
  • Trading book and banking book
  • Regulatory guidance
  • Developing models on external data
  • Linking with macro economic drivers

For more information, contact Novantas Marketing

+1 (212) 901-2772

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