stress-testing

What problem does it solve?

Automates the design and execution of regulatory stress tests for banks, helping institutions quantify capital needs under adverse scenarios.

Core Features & Use Cases

• ICAAP & stress-test design: structure scenarios, quantify capital depletion, and outline management actions.
• Regulatory alignment: map test outputs to Pillar 2 frameworks (PRA/ECB/FSB) and regulatory templates.
• Scenario execution guidance: year-by-year CET1, RWA, NII impacts, and action plans under stress.
• Use case example: A bank performs a 3-year stress test to determine CET1 sufficiency and capital buffer requirements under a deep recession.

Quick Start

Run a 3-year ICAAP stress test using the framework and output CET1, RWA, and NII projections with recommended actions.