CECL

5月 102016
 

As everyone in the financial industry knows, CCAR (comprehensive capital analysis and review) was set up as a capital adequacy assessment for the major US banks. Through several years of practice and feedback, CCAR has evolved into a comprehensive stress testing exercise -- and in doing so, created a new […]

Back to the future: From CCAR to enterprise risk management was published on SAS Voices.

3月 232016
 

Modeling risk to meet regulatory requirements is costly and complex. Because of that, some have suggested that financial services institutions (FSIs) move toward a set of standardized models. The argument is that central banks and regulatory authorities could then more easily monitor systemic risk and compare apples to apples. But […]

Should regulators standardize risk models? was published on SAS Voices.