Integrated Stress Testing

Overview

Integrated Stress Testing Approach

Stress testing came into prominence in the financial crisis of 2008 when banks and regulators realized they needed a stringent system for stress testing. Post which regulators started pushing banks to follow new guidelines in order to prepare for adverse conditions. Nevertheless, stress testing has started to lose its popularity over the last 12 years as the time progressed and banks only began to accept it as a regulatory necessity. But in 2020, Covid-19 has again made banks realize that they need even more robust and integrated stress testing framework for them.

We have developed our own integrated stress testing framework that includes the latest scenario designs (Covid-19, Oil Price Shock, Global Recession, China Trade War, Travel Ban, etc.), consideration of macroeconomic indicators, evaluation of mild to extreme stress impacts, as well as effective action plan. It will cover all types of risks including market, credit, operational and liquidity, and will comply with requirements of Basel & IFRS 9.

We have developed our own integrated stress testing framework that includes the latest scenario designs (Covid-19, Oil Price Shock, Global Recession, China Trade War, Travel Ban, etc.), consideration of macroeconomic indicators, evaluation of mild to extreme stress impacts, as well as effective action plan. It will cover all types of risks including market, credit, operational and liquidity, and will comply with requirements of Basel & IFRS 9.

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