Stress Controller
Stress Controller is an innovative web application that provides an efficient, flexible and user-friendly framework for macro stress-testing. It allows banks or other financial firms to analyse the impact of complex economic events on portfolios, capital requirements or even future balance sheet and P&L at the click of a button. Users can upload data, devise scenarios, analyse outputs and generate bespoke reports for senior management or regulators.
The web application can be used for a variety of purposes including macro-stress analysis of banking and trading books, balance sheet forecasting and capital and liquidity planning. By presenting stress-testing reports in a web interface accessible to a broad range of users, including senior management, Stress Controller widens the visibility and effectiveness of macro stress-testing within organizations, substantially contributing to effective risk management and transparency.
Stress Controller Key Functionalities
- Importing macroeconomic, position and financial data
- Scenario definition
- Parameter estimation
- Forecasts conditional on stress scenario
- Conditional forecasting of risk factors
- Conditional forecasting of capital, liquidity and accounting outputs
- Customised report generation