Macro Prudential Stress Testing

The Macro Prudential Stress Testing provides powerful toolkit to analyze and monitor the financial soundness of an individual bank and banking system as a whole. The solution enables banking regulators and managers alike to speed up the collection, processing, and analysis of economic and financial data and improve the quality of banking-sector stress testing.

With the system’s advanced capabilities, banking regulators can assess the impact of stress on the national economy in general and the banking sector in particular. The system enables you to model a banking group’s behavior during crisis and identify banks that are most susceptible to modeled stress. Banking regulators can also analyze the capital adequacy of the banking sector and estimate losses caused by major banking risks according to crisis outcomes.

Bank managers can use the solution to estimate maximum possible losses under stress, model behavior during crisis, analyze the bank’s capital adequacy for a given crisis level, and analyze changes in quality of the credit portfolio for a given stress exposure.

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