AVP - CCAR Stress Testing - Investment Bank (8-15 yrs)
- Strong experience on CCAR Stress Testing or Counterparty Stress testing.
- Worked on Scenario stress testing/ Economic Capital Stress Testing.
- Stress testing scenarios on Economic Capital models, Macro Variables
- Identifying risk metrics (like Risk Management VAR, Stressed VAR, VAR utilization, EAD, PD, LGD, Economic Risk Coverage etc)
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