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White Paper

A Case Study in Firm-wide Stress Testing

Engineering the CCAR Process

About this paper

Stress testing can be viewed as either a regulatory check-the-box activity, or a tool to form a deeper understanding of the particular risks and the severities of those associated risks to an institution. In either case, the modeling, process, and reporting needs to be formally structured, methodologically robust, and efficiently scalable. This white paper discusses the critical role that forecasting plays in stress testing, the associated process management and workflow considerations, the methodological framework used, consistent application of scenarios and scenario variables, and the analysis and dissemination of results.

About SAS

SAS is the leader in business analytics software and services, and the largest independent vendor in the business intelligence market. Through innovative solutions, SAS helps customers at more than 70,000 sites improve performance and deliver value by making better decisions faster. Since 1976 SAS has been giving customers around the world THE POWER TO KNOW® .

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