Scenario Generation and Stress-Testing Consulting
Building severe yet plausible stress scenarios for ICAAPs, ILAAPs, and RRPs, which are consistent across the piece, is a challenge for many institutions, and especially those with very specific business models. This is because there may be little, or even no, default and loss data by which to empirically measure the impact of geopolitical or macroeconomic change on risk profiles and portfolios.
BIZENIUS consultants take a pragmatic approach, building credible scenarios and applying realistic parameters that intuitively matter to that specific business model, and which ring true to bank Boards and Supervisors. Optionally this can be facilitated by our class-leading stress-testing and ALM system, K-ALM. Contact us to find out more.