Portfolio Stress Testing

CRM_A's stress testing solution is integrated with Allowance Leader. By using consistent impairment and migration inputs, the Bank can produce stress testing results that are actionable and realistic regardless of whatever challenges the Bank currently faces.

CRM_A responds rapidly and professionally to changing circumstances. We developed a whole new approach to stress testing and loss forecasting as part of the 2006 financial crisis. And once again, when COVID struck, we developed new methods for projecting losses during a pandemic. These were not simply “burn down” or “worst case” scenarios. These were realistic scenarios with understandable assumptions that could be articulated to an Institution’s board of directors or regulators.

When the next crisis strikes, do you want to be using the stress tests from the last crisis? Or do you want to be partnered with a firm ready to meet whatever new challenge arises?

Stronger Solutions
Portfolio Stress Test Scenarios


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.

CRML_A Quickly adapts efficient and scalable solutions using readily available data. We can run unique tests both discretely and together for triangulation and cross-validation.


Have a look at our other quantitative solutions:

ALLL Estimates CECL Impact Analysis