Events

ON DEMAND WEBINAR: 2022 CCAR Scenarios: Gain Stress-Testing Insight using AD&Co

LIVE WEBINAR

 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 2022 CCAR reporting.

Topics covered included:

  • 2022 vs 2021 CCAR scenario comparison
  • Conversion, extrapolation and interpolation of scenario variables
  • Localization of HPI forecasts
  • How the unemployment variable is considered in the LoanDynamics Model
  • 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.

Presentations

2022 CCAR Scenarios: Gain Stress-Testing Insight using AD&Co

Alex Levin, Daniel Swanson, Kevin Lin