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

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