Portfolio Stress Testing

Analytics insight — powered by CRMa®

Capital Impact Analysis

Total Capital Ratio - Severly Adverse

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.

We’re all about staying two steps ahead of the marketplace …

Tougher Standards

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.

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.

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.

 

Have a look at our other quantitative solutions:

Credit Risk Migration Analysis ALLL Estimates CECL Impact Analysis Concentration Analysis