Moody’s analysts will discuss the results and credit implications from the 2020 Federal Reserve Board’s stress test for large US banks, following its release on 25 June

Topics include:
  • Scenarios description and changes to the large US banks’ stress test framework introduced in 2020
  • Analysis of DFAST/CCAR results and implications for US banks’ capital distribution
  • Credit implications for US banks included in the 2020 stress test
  • Q&A
Speakers:
  • Andrea Usai (moderator), Associate Managing Director – North America Banks and Finance Companies 
  • Rita Sahu, Vice President – Senior Credit Officer, FIG North America Banks
  • David Fanger, Senior Vice President - FIG North America Banks & Securities Firms

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches