Comprehensive Capital Analysis and Review (CCAR)

Risk Modelling and Stress Testing

The Federal Reserve’s Comprehensive Capital Analysis and Review (CCAR) has been a cornerstone of the banking regulatory framework since 2011. CCAR requires banks to submit their capital plans under prescribed stress scenarios, along with detailed accounts of their internal processes for determining capital adequacy, and their policies governing planned capital actions over a nine-quarter horizon.

Our Approach

Fintegral has been performing stress tests for leading international banks since 2010 with special focus on CCAR. Our clients include US, British and Swiss financial institutions. We support them in all aspects of stress testing and every type of exposure, from banking book to trading book. We have provided strategic advice, informed risk identification, model development (market risk, credit risk, operational risk, country risk, funding risk, business risk, investment risk, pension risk) and delivered associated documentation.

Our Experience

  • Supporting a top-tier European bank in stress testing for CCAR: gap analysis, risk identification, development, documentation, testing, governance, strategic advice. Covering trading and banking books.
  • Supporting a top-tier European bank to optimise its stress testing abilities in a highly complex trading environment.
  • Delivering CCAR-compliant model documentation for trading models for a leading US bank.
  • Developing and implementing a model governance control tool for a global tier 1 bank in Europe.