End-to-end CCAR and IHC Stress Testing Program
CCAR & Enterprise Wide Stress Testing
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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