Diving Deeper

Building an Efficient and Compliant CCAR Modeling System


Case Study: Robust coding practices and streamlining the process reduced delays and errors in model development and implementation for critical CCAR stress testing execution.


Complex and unreliable code, manual processes, and extensive back-and-forth with development teams made it difficult for a Top 20 bank to implement models required for the Comprehensive Capital Analysis and Review (CCAR), a federal stress-testing exercise. The existing environment resulted in delays, data issues and model revisions that put the bank at risk for non-compliance in submitting on time.

Facing multiple pain points with that process, the bank tapped into our expertise and experience to develop a stress-testing framework for implementing forecasting models for its $140 billion loan portfolio and meeting federal requirements efficiently and effectively.

Click to learn more about our approach and the results delivered.

Case Study: Building an Efficient and Compliant CCAR Modeling System