DebtX Analytics Stress Testing

Given that many institutions do not receive timely updates to their loans’ credit characteristics, many portfolio managers need better tools to evaluate potential risks to their loans via stress testing variables such as collateral values, cash flows, interest rates and market spreads. DebtX Analytics can stress loans using stored historical market bottoms, Fed scenarios or client-driven metrics.

Deep Stress Testing expertise and tested pricing models

  • Ability to simulate complex scenarios
  • Regulatory compliance and disclosures
  • Flexibility to supplement and test internal stress testing models
  • ALLL (Allowance for Loan and Lease Losses) planning process support
  • Portfolio surveillance capabilities

How DebtX Analytics Stress Testing Works

Banks and financial institutions of all sizes recognize the potential of stress testing as a strategic tool for senior management to identify vulnerabilities within the business model, address risk and enhance performance during or after downturns. DebtX Analytics stress testing and scenario analyses services provide an expert-driven independent analyses or a third-party validations of internal models based on unique models and data sets. Our customizable default calibration can be client driven, DebtX Analytics driven or both.

Explore Our Stress Testing Services

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