July 15, 2015

The Unintended Consequences of CCAR - The Risk.net Webinar
Wednesday 15 July, 11am EST/4pm BST

About

CCAR is the defining regulation in financial services today. It puts tremendous pressure on banks to have accurate models that can demonstrate capital adequacy under stressed conditions. In the process those models must distill extraordinary financial complexity.

Managing that complexity doesn’t just help with CCAR but can also generate a deeper understanding of the bank’s overall operations.

To this end, Risk Magazine is bringing together Ayasdi's Principal Data Scientist for Financial Services, Michael Woods, Kenneth Swenson, Senior Vice President and Manager of Operational Risk Modeling, Regions Bank and Lourenco Miranda, Managing Director, Operational Risk Quantification, Capital and CCAR, AIG to discuss how banks can ensure that they have accurate and defensible revenue forecast models that will stand up to the Federal Reserve’s scrutiny and enhance the overall revenue visibility for the bank’s leadership.

Highlights of the discussion include:

 

  • The challenges with current approaches to model creation
  • Utilizing machine intelligence to accelerate model construction
  • Embedding business logic into models to create an effective stress testing framework
  • Validating models to ensure a satisfactory review

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