Explore Crisil, a company of S&P Global

Formerly known as Global Research & Risk Solutions

Stress Testing

 

 

Ensuring reliable forecasts and scenario-ready resilience

We support banks globally in improving their stress-testing capabilities and regulatory compliance, as well as to gain valuable insights for informed business decisions.

Our comprehensive stress-testing services empower banks to deftly navigate the complexities of CCAR/ DFAST/ EBA submissions.

Our team of experts collaborates with clients to design and execute tailored stress-testing programmes that seamlessly integrate with their existing risk management frameworks.

 

 

 

 

Why choose us

 

 

 

Navigate complex
regulatory requirements

Our expertise across model sub-types allows clients to navigate complex regulatory requirements with ease and stress-test with confidence.

50+ stress-testing experts

Our team of 50+ stress-testing experts has built and validated models for a wide range of macroeconomic variables, asset classes and business lines.

Scenario building, calibration,
and model development
for complex macroeconomic
scenarios

Our solutions address complex stress-testing challenges, encompassing internal scenario building, calibration, and model development for macroeconomic scenarios published by regulators across countries.

 

 

 

50+

50+ CCAR experts globally, with decades of experience in advising global clients

1.5K+

1500+ stress-testing models built since 2015

200+

200+ stress-testing MRAs/ MRIAs resolved since 2015

 

 

 

 

Our solution components

 

 

  • Extract, enrich and transform data for trade/transaction, macroeconomic, market and reference.
  • Prepare playbooks for detection, analysis and resolution of data quality issues.
  • Create target data lineage (e.g., critical data elements and controls) and data dictionary artefacts

  • Develop bespoke tools for scenario expansion.
  • Ensure coherent application of top-down and bottom-up scenarios.
  • Assist in shock visualisation/ reporting for stakeholder review.
  • Carry out macroeconomic and market factor expansion (e.g., variable matching/ mapping, interpolation and regression).
  • Apply adjustment/ overlays to variable paths, based on stakeholder review and challenge.

  • Select, validate and input risk parameters into capital forecasting models.
  • Conduct scenario capital and provision impact analysis under internal models and standardised approaches.
  • Stress model validation of derivative pricing models, based on stressed risk factors.

  • Complete regulatory stress-test templates as per the required standards.
  • Evaluate integrity, robustness and consistency of outputs, including daily inquisition of outputs in the execution phase.
  • Create specific reports by risk type/ asset class (e.g., top exposures, REA, capital and EIR distribution).

  • Facilitate review, challenge and sign-off on scenario outputs.
  • Perform quality assurance on completed templates prior to regulatory submission.
  • Maintain comprehensive audit trail of changes applied during the stress-testing process.
  • Review and enhance documentation to meet internal and regulatory requirements.

 

 

 

 

Who we serve

Corporate & Investment Banks and Broker Dealers



Commercial & consumer banks




Diversified asset managers


Hedge funds




Wealth managers and private banks

Private equity



Insurers

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