Stress Testing

For banks, few functions match stress testing in terms of sensitivity and importance. For that reason, we are proud that so many global banks rely on Crisil for stress-testing expertise and support. 

Crisil helps clients design enterprise-wide stress-testing processes, and assists in every phase of stress testing, from model development and validation, to framework design, platform development and test execution. Our offerings cover the full range of stress-test activities and functions, including data management and rationalization, systems integration, model development, model documentation, model validation, reporting and risk management. Our expertise and experience extends across the full slate of stress-test models, including Loan Loss Forecasting and Pre-Provision Net Revenue (PPNR) Projection models. 

Our in-depth knowledge of Basel and regulatory requirements across jurisdictions allows us to execute complex capital modelling assignments well within regulatory deadlines. 

The value we bring

• Benchmarking with peer banks to ensure the practical applicability and robustness of forecasts.
• Expert overlays leveraging industry experience, subject matter experts and in-house economists ensure forecast reliability
• Scenario probability weights calculated with proprietary methodology based on robust historical data
• Extensive data services for macroeconomic variables
  

Solution Components

Crisil EDGE

Knowledge Centre

Case Studies

Questions

Looking for high-end research and risk services? Reach out to us at: