Please join Alex Levin, Director of Financial Engineering, and Daniel Swanson, Senior Credit Modeler, for a live webinar moderated by Business Development's Laura Silberg, 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 2026 CCAR reporting. AD&Co has been providing direct analytic support of stress-testing since 2013!

Topics covered include:

• Overview of scenarios
• Conversion, extrapolation and interpolation of scenario variables
• HPI forecasts: To localize or not to localize?
• How the unemployment variable is considered in the LoanDynamics Model
• Factor attribution: Not all loans are born equal
• The strength of the stress: Severe-to-Base write-off ratios
• The effect of geographical localization
• Scenario probability: Placing CCAR scenarios onto the AD&Co standard scenario grid
• Types of files provided for LoanDynamics Model, LoanKinetics, and RiskProfiler 

Who Should Attend:

• Banks
• Credit Unions
• Mortgage Insurers
• Reinsurers
• Federal Reserve Employees
• Others subject to or interested in CCAR Reporting

Click here to register for this webinar