ElysianNxt offers a powerful stress testing framework designed to assess and evaluate the resilience of financial institutions under adverse (economic) conditions. By applying various scenarios and shocks to a comprehensive range of financial parameters, the system accurately measures the potential impact on a firm’s capital adequacy, liquidity, and overall stability.
With a sophisticated framework combining rigorous data analysis, statistical modelling and scenario simulation, the stress testing system provides invaluable insights into the institutions’ vulnerabilities and risks. In a world of uncertainty, stress testing has become one of the key navigation tools for risk managers to manage different types of risks within their financial firms.
Integrated Credit Risk
Stress Testing Framework
The ability to change any parameter in the models or underlying data and see immediately the capital and provision impact.