Can anyone point me to a resource that shows/walks through a CCAR/PPNR financial model? So far, i have seen powerpoint decks & documents discussing CCAR/PPNR but have not found any model that actually does that. Is that even done in excel? or is that something implemented in Python/SQL code that continuously updates a realtime dashboard, like stock tickers? Any inputs on this topic are appreciated. I am having a hard time understanding how this concept is implemented in practice without looking at anything concrete. Thanks in advance!

I know this is late and probably of little use to now, but maybe I can still help. I spent a summer at a BB doing this in a Finance/Treasury role. For the first question, it is very hard to find models since a lot of the models seem to be proprietary and are created by quantitative analytics teams. Many institutions seem to have their own models and some banks will hire consultants to aid with the model implementation process. Generally, financial institutions who are new to FRB stress testing will do this so they can follow in the footsteps of banks who have succeeded in passing the test.

CCAR/PPNR Modeling Help

Can anyone point me to a resource that shows/walks through a CCAR/PPNR financial model? So far, i have seen powerpoint decks & documents discussing CCAR/PPNR but have not found any model that actually does that.
Is that even done in excel? or is that something implemented in Python/SQL code that continuously updates a realtime dashboard, like stock tickers?

Any inputs on this topic are appreciated. I am having a hard time understanding how this concept is implemented in practice without looking at anything concrete.

Thanks in advance!

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MBA_Junkie

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10y

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Authored by: Certified Corporate Finance Professional - 2nd Year AssociateCertified Corporate Finance Pro

deepvalue94

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CCAR/PPNR Modeling Help

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