By Lourenco Miranda

writer Lourenco Miranda, handling Director, Operational danger Quantification, Capital and CCAR at AIG, provides this accomplished advisor to the excellent Capital research evaluation (CCAR), with a spotlight on stress-testing. Stress-testing has more and more turn into a strategic instrument for probability dimension and administration, and it really is of paramount value for traders and for the systemic balance of the true economy.

The e-book demonstrates easy methods to construct a quantitative CCAR framework from scratch in response to regulatory expectancies and instructions. It additionally encompasses capital making plans and situation research, thereby offering in a single position an entire set of technical instruments for carrying out the CCAR evaluate in keeping with regulatory expectations.

• Capital coverage within the a CCAR Framework
• state of affairs layout Toolbox: Array of Practices and Techniques
• Estimation Methodologies for Losses, sales, and bills for CCAR
• marketplace danger and Counterparty credits possibility below a CCAR Framework
• Assessing the Capital Adequacy: A Practitioners’ View

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Capital Planning and Stress Testing under CCAR by Lourenco Miranda

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