Independent CCAR Model Validation and

Documentation Review Services including DFAST

Helps prepare for the Federal
Reserves Comprehensive Capital
Analysis and Review (CCAR) and/
or meet Dodd-Frank Act Stress
Testing (DFAST) requirements
Independent review of loss
forecasting and stress testing
models and documentation

INTERTHINX ANALYTICS CAN:

Review loss forecasting and stress testing models and suggest improvements where appropriate
Review model documentation and suggest improvements where appropriate
Benchmark Model Performance
Training and Advice on Best Practices
Help your team prepare for CCAR/DFAST

Losses
2006

2007

2008

2009

2010

2011

2012

2013

2014

Interthinx Analytics unique expertise in portfolio forecasting combined with its extensive access to industry data
and thorough understanding of industry best practices translates into a powerful solution for model validation and
documentation review needs. With its Independent CCAR Model Validation and Documentation Review Services,
that now includes DFAST, Interthinx Analytics uses its unique position of independence, and extensive experience in
loss forecasting and stress testing to help lending institutions prepare for the Federal Reserves Comprehensive Capital
Analysis and Review (CCAR) and/or meet Dodd-Frank Act Stress Testing (DFAST) requirements.

2015

The Federal Reserves CCAR/DFAST has resulted in increased scrutiny of loss forecasting and stress testing models
with regulators, model compliance and senior management teams questioning everything from model design to accuracy to documentation. An independent third-party review of models and documentation has become a necessity.
Interthinx Analytics Independent CCAR Model Validation and Documentation Review Services including DFAST can
address these needs, and help better prepare for CCAR/DFAST.

800.333.4510 | 818.871.1941 fx | interthinx.com | sales@interthinx.com

Independent CCAR Model Validation and

Documentation Review Services including DFAST
EXPERT SUPPORT INCLUDES:

Decades of combined experience

High concentration of advanced degrees
Experts in a variety of statistical tools
Over $1 trillion in loan assets analyzed
Experience in all consumer asset
classes in financial services
Understanding of regulatory
expectations, market trends,
performance drivers and industry
leading practices

Independent CCAR Model Validation and Documentation Review

Service, including DFAST, provides financial institutions the ability
to prepare for CCAR/DFAST with confidence.
INTERTHINX ANALYTICS INDEPENDENT THIRD-PARTY CCAR MODEL
VALIDATION AND DOCUMENTATION REVIEW SERVICE MAY INCLUDE:

Evaluation of modeling framework and key model assumptions

Evaluation of appropriateness of data
Evaluation of model accuracy and robustness
Evaluation of model sensitivity and appropriateness for stress testing
Benchmarking model performance versus industry data
Evaluation of model management process
Review of documentation
Help with preparation for CCAR/DFAST
RISK MANAGEMENT MODELS

Markov Models including

Roll Rate and Transition
Matrix Models
Vintage Models including
Age-Period-Cohort Models
Competing Risk
Survival Models
Regression Models
Scorecard Models

Asset Classes
Auto Loans and Leases
Mortgage Loans
Home Equity Loans and Lines
Bank Cards
Retail Cards
Consumer Finance
Student Loans
Small Business

For more information regarding Interthinx Analytics Independent

CCAR Model Validation and Document Review Service, please contact
your Interthinx salesperson today.
800.333.4510 | 818.871.1941 fx | interthinx.com | sales@interthinx.com
2014 Interthinx, Inc. All rights reserved. A First American Company. Independent CCAR Model Validation and Documentation Review Services is a trademark of Interthinx, Inc.,
Interthinx is a registered trademarks or trademark of First American Financial Corporation and/or its affiliates. Interthinx, Inc. makes no express or implied warranty respecting the
information presented and assumes no responsibility for errors or omissions.