Colloquium

Colloquium


Statistics Colloquium
April 7 (Fri) 11 a.m.
210 Bernhard Center

Statistics in Dodd-Frank Act Stress Testing

Breanna Gronner
Quantitative Analyst, Bremer Bank
Greater Minneapolis-St. Paul Area

Abstract:
After the Great Recession of 2008, the federal reserve required financial institutions with assets more than $10 billion to conduct annual stress tests. This stress test involves modeling capital adequacy within each of the prescribed scenarios. Applied statistics drives a multitude of process within the stress test from modeling portfolio balances, estimating loan growth and losses, and interest rate forecasting. This presentation will focus on the use of applied statistics within a stress testing environment and the day-to-day role of a quantitative analyst at Bremer Bank.

Bio:
Breanna Gronner is a graduate of Western Michigan University (M.S. Statistics 2016). She has been working as a Quantitative Analyst at Bremer Bank in the Minneapolis-St. Paul area since May 2016.

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All statistics graduate students are expected to attend.

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