Simulate crisis scenarios on your loan portfolio
A stress-testing platform that projects, month by month, the treasury, margin and credit losses of your portfolio under deterministic and stochastic scenarios, with reproducible, auditable results.
CSV or Excel upload, row-level quality checks and data snapshots identified by a fingerprint.
Default, recovery, property index, rate, prepayment and arrears shocks, by portfolio, segment or contract.
Treasury, operating margin, credit losses and recoveries projected month by month over the chosen horizon.
Result distributions, percentiles, VaR and Expected Shortfall, with convergence diagnostics.
Breakdown of the gap between the baseline and the stressed scenario by risk factor.
Every run carries its identity: data, scenario, parameters and model version. Same inputs, same results.
Every indicator traces back to the data and assumptions behind it, in front of a committee or an auditor.
Rerun the same exercise at each reporting date with new data and compare runs with one another.
Calculations live in a tested, versioned engine rather than in spreadsheets.