Capital Markets Examiner School, Providence, RI

12:00 PM 1:00 PM 1:30 PM 3:00 PM 3:15 PM 5:00 PM 9:00 AM 10:00 AM 10:15 AM 12:00 PM 1:30 PM 2:00 PM 2:30 PM 3:00 PM 3:15 PM 4:00 PM 5:00 PM 9:00 AM 10:00 AM 10:15 AM 11:00 AM 12:00 PM

Lunch

Interest Rate Risk Introduction

Interest Rate Risk Inputs and Scenarios

Break

Interest Rate Risk Assumptions

Adjourn

Thursday, May 23, 2019 8:30 AM

Morning Refresher

Interest Rate Risk Model Risk and Outputs

Break

Interest Rate Risk Activity

Lunch

Independent Review

Model Risk Management

Derivatives

Break

Derivatives (cont’d)

Mortgage Banking and Asset Securitization

Adjourn

Friday, May 24, 2019 8:30 AM

Morning Refresher

Group Recap

Break

Current Events

Regulatory Emerging Issues

Adjourn

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