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© 2014 Fair Isaac Corporation. Confidential. This presentation is provided for the recipient only and cannot be reproduced or shared without Fair Isaac Corporation’s express consent. Global Stress Testing Regimes and Capital Allocation Moderator: Keri Kramers-Dove Vice President, Scores and Analytics FICO
© 2014 Fair Isaac Corporation. Confidential. This presentation is provided for the recipient only and cannot be reproduced or shared without Fair Isaac Corporation’s express consent. Panel Keri Kramers-Dove Vice President, Scores and Analytics FICO Anna Napier Director, Regulatory Consulting FICO Cristian deRitis Senior Director Moody’s Analytics Luther Klein Partner Accenture
© 2014 Fair Isaac Corporation. Confidential. With the advancement in regulations, banks are going through rigorous structural, capital and systems changes in order to comply Explore the impact of growing regulatory oversight and varied stress testing regimes on global banks’ allocation of capital 3
© 2014 Fair Isaac Corporation. Confidential. Global Regulatory Test Regimes Federal Reserve CCAR- DFAST Increased and improved Supervision Bank of England FPC and PRA Stress Test and Capital Adequacy European Banking Authority CBRC 4
© 2014 Fair Isaac Corporation. Confidential. Research Study 5
© 2014 Fair Isaac Corporation. Confidential. ► What are the differences between NA and International bank’s approach to capital adequacy ► Are there differences in how the four tiers of banks address stress testing and capital adequacy ► Priority, Approach, Organization, Data, Adoption ► What are the standards or best practices in capital adequacy approaches, tools, practices Capital Adequacy Practices Have Become Global 6
© 2014 Fair Isaac Corporation. Confidential. Distribution of Respondents 7
© 2014 Fair Isaac Corporation. Confidential. Research Results: General Observations TopicObservations Regulatory Focus ► Basel III tops the compliance agenda in Europe and APAC while CCAR and Dodd-Frank dominate North America ► Regulatory compliance is largely a reactive exercise across the board Stress Testing ► Not yet a “core” board issue ► Largely a reactive exercise driven by compliance, not embedded into business planning Data Management ► Data quality issues plague institutions—the majority have limited data governance programs ► Approach varies across bank size—Tier-1 institutions delegate responsibility to individual business lines, Tier-2–4 institutions have greater centralization of responsibility around data quality and data strategy
© 2014 Fair Isaac Corporation. Confidential. Panel Questions 9
© 2014 Fair Isaac Corporation. Confidential. Questions 10
© 2014 Fair Isaac Corporation. Confidential. This presentation is provided for the recipient only and cannot be reproduced or shared without Fair Isaac Corporation’s express consent. Keri Kramers-Dove Thank You!
© 2014 Fair Isaac Corporation. Confidential. Learn More at FICO World Related Sessions ► Stress Test Modeling Best Practices; Wednesday, 5:00–5:45pm ► Better Predictions through the Economic Cycle with Dynamic Scores; Wednesday, 3:15–4:45pm Products in Solution Center ► FICO ® Model Central™ Solution Experts at FICO World ► Anna Napier ► Keri Kramers-Dove White Papers Online ► Where Do You Fit on the Risk/Capital Management Matrix? Blogs ► 12
© 2014 Fair Isaac Corporation. Confidential. Please rate this session online! Keri Kramers-Dove 13
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