Our Portfolio Stress Testing service utilizes our proprietary Credit Risk Migration Analysis tool to leverage your institution's historical data and efficiently identify your potential credit losses under stress. Going beyond a simple regulatory checkmark, our approach provides true insight into your "pockets of risk" and provides you with the quantitative knowledge to plan for the unexpected. We provide our stress-test results in a concise, graphical format, so you can focus on outcomes rather than drown in data. Of course, underlying data is always available for additional analysis.
More than just quantifying risk within your portfolio under baseline and stressed conditions, we also help you run these losses through your balance sheet and income statement in order to quantify and explain the prospective impact to your capital ratios. This can often be the lynchpin to your enterprise risk management or to defending significant capital actions to your boards or regulators.
While regulators have not prescribed an annual stress scenario for financial institutions under $10 billion in assets, they are asking for the development of stress test programs. Regulators expect all banks, regardless of size, to assess and understand the concentrations and vulnerabilities in their portfolios.
Not a "black box" solution. We combine bank and credit union expertise with best-in-class modeling. The result is practical analytics insight sized for your institution.
CRMa, LLC. Quickly adapts efficient and scalable solutions using readily available data. We can run unique tests both discretely and together for triangulation and cross-validation.
CRMa’s Stress Testing services have been very insightful for our management in light of today’s banking environment. These services have also been very useful in terms of complying with external banking requirements.
First Partners Bank