Transcription of CCAR PPNR Modeling - Novantas
{{id}} {{{paragraph}}}
Example: marketing
CCAR PPNR Modeling - Novantas
1BY ANDREW FRISBIE AND JoNAthAN WEStImproved Modeling for pre-provision net revenue requires strengthening the project framework, working to overcome data sterility and testing alternative past cycles of the Federal Reserve s Comprehensive Capital Analysis and Review ( ccar ), banks pushed to improve their Modeling for credit losses as a key input for capital manage-ment. More recently the Fed is pressuring banks to advance their Modeling for pre-provision net revenue (PPNR). Both in public pronouncements and in private memoranda to many ccar banks, the Fed is expecting progress in two areas:First, PPNR models are now expected to reach a level of rigor and consistency in statistical approach commensurate with previous advances in loss Modeling .
1 BY ANDREW FRISBIE AND JoNAthAN WESt Improved modeling for pre-provision net revenue requires strengthening the project framework, working to …
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: