Capital Adequacy and Stress Testing

$129.00/learner

Risk management refers to the identification, monitoring, measurement, management and controlling of risk. It is a structured process where risk is defined as an unexpected event. Banks, credit unions, insurance companies, pension funds, mutual funds, asset managers and institutional investors will have a formalized process to manage the many risks encountered in their businesses including interest rate risk, foreign exchange risk, commodity risk, equity risk, liquidity risk, operations risk, and model risk to name a few.

  • Date: Thursday, November 12 – 1:00-3:00 p.m. ET
  • Recommended CPE Credits: 2.4
  • Instructor: David Oakes
  • Duration: 2 Hours

Description

This course will provide an overview of the importance of capital adequacy, capital planning, and stress testing. The recent financial crisis highlighted the need for significant reform in the way that financial institutions were regulated, both domestically and internationally. This course will review the current framework for measuring capital adequacy and stress testing at the largest and most complex financial institutions.

Course Objectives

By the end of the course, participants will be able to:

  • Recognize the importance of capital adequacy to regulated financial institutions subject to Basel risk-based capital standards, Dodd-Frank stress testing (DFAST) standards, and Comprehensive Capital Analysis and Review (CCAR) requirements to ensure institutional and systemic safety and soundness
  • Assess the effectiveness of existing capital planning processes and identify opportunities to better align these processes with regulatory requirements and best practices
  • Identify the similarities and critical differences between capital adequacy, CCAR capital planning, and DFAST stress testing requirements
  • Identify the data requirements and extract/transform/load processes from core systems to the required reporting output of CCAR

Suggested Prerequisites: None

Program Level: Foundational

Target Audience: Anyone who wants to learn about capital adequacy and stress testing, such as staff from compliance, middle office, legal, IT, operations, or HR, and regulators who work closely with various aspects of capital requirements.

Advance Preparation: None

Computers and Financial Calculators: Calculators

Recommended CPE Credits: 2.4

Instructor: David Oakes

Duration: 2 hours

Price: $129/learner