Alex Levin, Director of Financial Engineering, and Daniel Swanson, Senior Credit Modeler, presented a live webinar moderated by Business Development's Kevin Lin, demonstrating how our industry-leading models and analytics for all types of US residential mortgage loans and mortgage-backed securities can be leveraged to facilitate your 2023 CCAR reporting.  This year marks the 10th season of AD&Co's direct analytic support of stress-testing!

Topics covered included:

• Overview: Fed's motivations versus AD&Co's modeling views
• Year-over-year comparison
• Conversion, extrapolation and interpolation of scenario variables
• Localization of HPI forecasts
• How the unemployment variable is considered in the LoanDynamics Model
• Scenario analysis: Not all loans are born equal
• Scenario probability: Placing CCAR scenarios onto the AD&Co standard scenario grid
• Types of files provided for LoanDynamics Model, LoanKinetics and RiskProfiler 

Click here to access the webinar on demand.

Click here to download the Custom Files for 2023 CCAR Stress Testing.