Portfolio Credit Stress Testing

$2,300.00 / year

Top-down credit stress test to determine bank’s capital and earnings adequacy in event of moderate and severe credit stress shocks.

Description

Test the adequacy of a bank’s capital and earnings to provide enough buffer to withstand severe and moderate credit stress scenarios by calculating and testing past losses for banks in the area for each loan type relative to a bank’s existing loan portfolio, capital and earnings.  The stress testing model uses call report data, so no additional data is required from the bank.  All that is needed is to set the stress test assumptions and print the results.