CCAR & Enterprise Wide Stress Testing
End-to-end CCAR and IHC Stress Testing Program
A large foreign banking organization needed support standing up industrialized stress testing capabilities to support their E2E CCAR program, which was largely siloed and tactical and lacked a suitable operating framework and integrated risk and controls.
Our Delivery
Eclipse delivered the following Data Management Operations and Data Governance work streams :
Governance & PMO
- Establish and run the Program Management Office
- Documentation of processes, procedures and BAU
- Integration with broader change programs
E2E Stress Testing Assessment
Development of detailed business requirements for each area:
- Model Workflow Implementation
- Central aggregation and consolidation
- Capital Management/planning impact
- Internal Control Implementation
Model Development
- Scope & Prioritization
- Testing & Documentation
- Completion of data sourcing and analysis
Model Validation
- Scope & Prioritization
- Testing & Documentation (SR 11-07)
Data Architecture & Regulatory Reporting
- Development of data architecture business requirements (detailed)
- Socialization of interim data architecture
- Data acquisition and sourcing of data for reporting
- Data Lineage documentation
Risk ID & Scenario Development
- Strategic development of risk ID process
- Development of Risk ID governance, and operating model
- Formalization of econometric forecasting processes
- Refinement of tactical risk ID inventory
