Stress Testing for Banks in IBM Cognos TM1

Stress Test is the common name for the annual Comprehensive Capital Analysis and Review (CCAR) required by the Federal Reserve. The CCAR is the central element of the Federal Reserve’s approach to ensuring that large bank holding companies (BHCs) have thorough and robust processes for managing their capital resources, supported by effective risk measurement, and risk management.

Stress Tests are designed by the Federal Reserve to assure that bank holding companies (BHCs) have sufficient capital to continue funding and act as an ongoing lending facility during severely stressful economic conditions. Each BHC must show capital planning adequacy over nine future quarters by projecting losses, revenue, expenses, and calculating capital ratios under various stress situations as determined by the Fed. As of November 2011, all BHCs with consolidated assets of $50 billion or more must participate.

Contact





Your Name*

Your Email*

Company

Your Message

This form collects your contact information so that we can correspond with you. For more information on how we are committed to protecting and respecting your privacy, please review our Privacy Policy.

I consent to QueBIT collecting my contact information.