Please join us on Thursday, December 12th for an overview of stress testing capabilities within PolyPaths. Full details and registration are available here.
Thursday December 12th – 11am ET
Stress Testing in PolyPaths
PolyPaths fixed income platform provides a solution designed with the requirements of modern bank stress testing, including CCAR and DFAST (Dodd-Frank Act Stress Test) supervisory scenarios published by the Federal Reserve. Market value and risk can be calculated across these or any scenario defined using our flexible framework. In this webinar we will cover:
- Overviewing market data that can be stressed
- Defining and constructing scenarios (including multi-horizon scenarios)
- Running scenarios and evaluating output metrics and reporting capabilities
- Validating scenario setup and results
We will end the webinar with a case study where we model FHFA’s Countercyclical Mortgage Asset Stress Test within PolyPaths.
To register for this webinar please click here.