Scenario Stress Testing

A flexible cloud-based solution to create scenarios at scale and comply with global stress testing requirements

Stress testing regulation continues to rise globally, and firms are struggling to conduct scenario analysis and stress tests in a consistent and cost-effective manner. Scenario Stress Testing from S&P Global is a flexible cloud-based scenario engine, which comes integrated with S&P Global data and models.

Supported by our team of trusted subject matter experts, we help you to reduce the impact, costs and complexity of stress testing and scenario expansion.

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Create scenarios at scale With our scenario stress testing solution

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Stress testing and scenarios analysis at scale

Run thousands of scenarios in an interactive and easy to navigate interface

Data and models – governance, lineage and auditability

End to end data and model lineage leading to enhanced operational efficiency and reduced risk

Trusted Data, Analytics and Expertise

Gain unique insights with our curated data and analytics combined with your internal or third-party data

Reduce Total Cost of Ownership (TCO)

Leverage our platform’s turnkey capabilities and project acceleration track-record without sacrificing flexibility

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Traded Market Risk

Supports regulatory and market risk requirements

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XVA

A flexible, cloud-based solution delivering deal-time insights to the XVA desk

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Counterparty Credit Risk

A flexible, cloud-based solution that supports counterparty credit risk and regulatory capital requirements

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Buy Side Risk

CVA, VaR and other Risk Measures for the Buy Side

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Regulatory Stress Testing

We conduct rigorous stress tests that meet regulatory requirements and accounting standards, provide transparency, and promote confidence in existing business practices.

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Scenario Stress Testing

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What is Scenario Stress Testing?

A bank stress test is an analysis conducted under hypothetical unfavorable economic scenarios, such as a deep recession or financial market crisis, designed to determine whether a bank has enough capital to withstand the impact of adverse economic developments. The importance of robust and rigorous stress testing has moved to the top of the agenda of risk management priorities with many banks having to comply with multiple regulatory regimes i.e. US CCAR & DFA, UK BoE/PRA and ECB/EBA requirements.

In contexts where firms have discretion over the design of scenarios, they must make a large number of subjective decisions around scenario definition. Scenario Stress Testing (SST) allows users to specify hypothetical, historical or regulatory shocks and revalue their portfolio to understand market-market (MTM) loss and changes to counterparty credit exposure. Using Scenario Stress Testing, users can specify shocks to a subset of risk factors which are expanded to all the risk factors in their portfolio through a combination of rules and statistical methods. Banks construct scenarios thus allowing stress testing to be a pro-active process they can use for internal risk and business planning.

Product Specialist

Jean Zottner

Throughout his career, Jean has worked on the multiple aspects of product management, quantitative risk and system development. With over 13 years of experience in fintech and banking, he is an expert in quantitative risk and product design. He is passionate about using technology to solve business challenges and to streamline processes.Jean holds an MSc in Computer Science obtained with distinction from Oxford University, as well as an Engineering degree from ENSIIE, a French Grande Ecole.

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Scenario Stress Testing

A flexible cloud-based solution to create scenarios at scale and comply with global stress testing requirements

View our product set

Videos

Awards Received

FAQ

Product Specialist

Jean Zottner