ON DEMAND: 2023 CCAR Scenarios: A Decade of Empowering Stress-Testing Through AD&Co's Analytics
Alex Levin, Director of Financial Engineering, and Daniel Swanson, Senior Credit Modeler, presented a live webinar moderated by Business Development's Kevin Lin, demonstrating how our industry-leading models and analytics for all types of US residential mortgage loans and mortgage-backed securities can be leveraged to facilitate your 2023 CCAR reporting. This year marks the 10th season of AD&Co's direct analytic support of stress-testing!
Topics covered included:
- Overview: Fed's motivations versus AD&Co's modeling views
- Year-over-year comparison
- Conversion, extrapolation and interpolation of scenario variables
- Localization of HPI forecasts
- How the unemployment variable is considered in the LoanDynamics Model
- Scenario analysis: Not all loans are born equal
- Scenario probability: Placing CCAR scenarios onto the AD&Co standard scenario grid
- Types of files provided for LoanDynamics Model, LoanKinetics and RiskProfiler
Click here to access the webinar on demand.
Click here to download the Custom Files for 2023 CCAR Stress Testing.