As the effects Covid-19 waves on S&P500, or the fall and rise of the Rubel has become a new standard scenario in many banks, we offer to build it with user-friendly conditions, determine which clients or segments are affected and analyse the impact on each of them.
The best way to understand the impact is to measure the actual vs the stress test scenario. At a glance, you can see the situation before and after the stress test. Then you analyse the source of changes to anticipate the impact on a specific sector. Once sure of your scenario, you schedule it at the desired frequency at any time.
“Scheduling the computation of these scenarios has saved me time like never before! Now I can focus on qualitative analysis.“, says a credit risk manager at a top 10 Swiss Private Bank.
SpeciCred’s stress test module allows historical events and effects to be replayed on any dataset to assess the implications on the bank’s entire portfolio or any individual client. It provides a more accurate picture of the sensitivity of the current portfolio to the conditions described in the scenario and how the portfolio may react to similar future market events.