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Stress Testing
Global banking regulators including the European Regulators (EBA) oblige banking institutions to take part in a multitude of different regulatory stress tests. Rules are becoming more stringent with regular upgrades to the minimum requirements. This places an additional burden on our customers and affects their ability to track and adapt to the changes.
Stress testing is a critical tool for banks and financial institutions, enabling them to assess their ability to withstand economic shocks and maintain operational integrity. Finalyse’ s state-of-the-art stress testing solutions are designed to help our clients navigate their tail risk and hidden vulnerabilities with ease and precision.
How does Finalyse address your challenges?
Analysis of the stress testing regulatory requirements, designing scenarios, and assessing their applicability and regulatory compliance.
Translating the scenarios into quantitative impacts and conducting their assessment to gauge the performance of the existing models and identifying gaps in current processes.
Assessment of portfolio dynamics and portfolio weaknesses to extreme but plausible events as well as identification of hidden correlations present in the portfolio.
Supporting the Internal Capital Adequacy Assessment Process (ICAAP) reporting.
Ensuring sound governance processes and control mechanisms related to stress testing, as well as validating the entire stress testing framework.
Enhancing decision-making within the ICAAP framework by developing robust policies.
How does it work in practice?
Our team of experts can work independently or collaboratively with your team to develop innovative approaches to regulatory stress testing or validate your current frameworks, ensuring they remain up to date. With extensive experience in this area, we also offer support for non-regulatory stress tests, customizing our approach to align with your specific needs and global best practices. The stress testing scenario outputs are then analysed and interpreted to assess their impact on the Internal Capital Adequacy Assessment Process (ICAAP) and other items of interest to the client.
Key Features
- We ensure compliance with regulations and benchmarking against several jurisdictions across Europe, Middle East and North America.
- We cover all relevant risk types by specialised experts (e.g., credit risk, operational risk, market risk, concentration risk, etc.)
- We review the current methodology and models and bridge the gap with global best practices tailored to the need of the institution.
- We develop comprehensive stress testing policy, including allocating risk appetite limits, risk appetite statements, and mitigation strategies, along with decision support processes
- We link the stress testing results to ICAAP reporting and implement a well-documented, comprehensive stress testing process.
Kingshuk Bhattacharjee is a Senior Consultant with more than 13 years of experience in risk management, data analytics and statistical modelling. Kingshuk is an active member of Finalyse Stress Testing Centre. He has been involved in conceptualisation and development of stress-testing models using methodologies like Sensitivity analyses, Scenario analyses, Macroeconomic scenarios etc.
Alexandre Synadino is a managing consultant with expertise in risk data analytics, climate risk management and regulatory reporting. He is an active member of the Finalyse Climate Risk Centre. His main area of expertise lies in the research, design and development of physical risk assessments using different tools and methods. Alexandre is involved in the conceptualisation of measurement approaches to cover multiple hazard types, geographies and scenarios to respond to regulatory demands for granular and forward-looking analyses.
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