Trepp Capital Adequacy Stress Testing

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1 in 8 banks at risk.....how prepared is your bank?

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Trepp Capital Adequacy Stress Testing

  1. 1. Trepp Capital Adequacy Stress Testing 1 in 8 Banks are at Risk Trepp Capital Adequacy Stress Test Report Q2 2012: • 12.7% of total banks tested do not meet regulatory thresholds © Copyright 2012 Trepp, LLC All rights reserved.
  2. 2. How prepared is your bank to… Evaluate your risk profile Perform scenario analysis Respond to regulator requests Gain insight to take corrective action© Copyright 2012 Trepp, LLC All rights reserved.
  3. 3. Stress Testing Challenges Repeatable, practical approach Adaptable and customizable model Objective and defensible metrics© Copyright 2012 Trepp, LLC All rights reserved.
  4. 4. Trepp Capital Adequacy Stress Test T- CASTTM Provides a practical solution for responding toregulator stress testing and offers a robust platform for internal financial risk management. © Copyright 2012 Trepp, LLC All rights reserved.
  5. 5. T-CAST Benefits • Assess readiness for regulators • Perform multiple what-if scenarios to evaluate baseline and adverse conditions • See impact on earnings, assets and capital© Copyright 2012 Trepp, LLC All rights reserved.
  6. 6. T- CAST • Scenario Analysis • Sensitivity Analysis • Key Indicator Dashboards© Copyright 2012 Trepp, LLC All rights reserved.
  7. 7. T- CAST Results include: • Pro forma capital levels and ratios • Detailed line-item projections • Summary statistics© Copyright 2012 Trepp, LLC All rights reserved.
  8. 8. T- CAST Advantages • Turn-key solution • Customizable scenarios • Report-ready outputs • Integrated analysis© Copyright 2012 Trepp, LLC All rights reserved.
  9. 9. Trepp A Trusted Name in Financial Services • Leading provider of information, analytics and technology • More than 800 institutional clients around globe • Data on nearly 12,000 commercial banks, thrifts and bank holding companies • Bank NavigatorTM proven surveillance and risk management platform© Copyright 2012 Trepp, LLC All rights reserved.
  10. 10. Trusted Intelligence. Market Clarity.© Copyright 2012 Trepp, LLC All rights reserved.

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