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This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.

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.

Moody's Analytics experts Joy Hart and Ed Young discuss how banks can:

  • Extract timely and meaningful information from stress testing exercises
  • Leverage stress testing processes for strategic decision-making and capital planning
  • Translate portfolio exposures into potential impact on earnings for bank executives
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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.

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