Stress Testing Engine
Risk & Compliance
Stress Testing Engine
Scenario analysis a risk team can define and run on demand, in the format the regulator asks for.
Scenario coverage
- Rate, credit, liquidity and geopolitical
- Scenarios combined where the shock runs across more than one
- Defined, run and compared without a rebuild each time
Regulator-ready output
- Produced in local formats
- One run serves the internal discussion and the regulatory filing
- Results comparable across exercises
Where it is used
- Bank-wide stress testing and scenario modelling
- ICAAP submissions
- Ad-hoc analysis when a board member asks what an event does to capital