Senior Director, Capital Planning and Stress Testing
Ed is a Senior Director on the stress testing and capital planning team. In this capacity, he focuses on structuring solutions that bring together capabilities across Moody’s Analytics to support robust capital planning and stress testing processes.
Institutions have spent an enormous amount of time, energy, and capital meeting stress testing expectations set by regulators. However, with established and approved methodologies banks have coalesced around a standard for loss and resource estimation approaches. If designed properly, a stress testing framework can be a powerful risk management and strategic planning tool providing banks with a distinct competitive advantage. This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.
This article outlines recent approaches to managing credit risk when facing regulatory capital requirements. We explore how institutions should best allocate capital and make economically-optimized investment decisions under regulatory capital constraints, such as those imposed by Basel or CCAR-style rules.
In this article, we review the common themes reflected in recent regulatory guidelines released by the Federal Reserve and the BCBS.
In this webinar, we discuss how institutions can overcome challenges to ensure that risk appetite can be monitored as well as key analytic metrics which can be leveraged for strategic decision-making.
December 2015 was a busy month for regulatory agencies and global standard setters. Throughout the year the industry has been waiting for additional guidance on high impact topics including capital planning and allowance methodologies, and in the final stretch of 2015 both the Federal Reserve and the Basel Committee on Banking Supervision (BCBS) complied. This paper will primarily focus on common themes in the two releases.
In this article, we provide an overview of some common problems organizations face and introduce a solution to develop an integrated, transparent, measurable, and actionable Risk Appetite Framework.
In this article, we highlight a new network-based toolkit that helps firms deal with associated regulatory requirements related to single-counterparty credit limits.