Stress Testing

In a world full of change and uncertainty one cannot manage risks without the ability of limitless simulations and stress-tests

When fiction becomes reality, economic fundamentals swing in often opposite directions (e.g. Covid’s negative interest rates vs the war causing record rates). These impacts need to be measured holistically taking the interdependencies into account.

No separate

environment required

Completely

User Driven

Variance Analysis

between scenarios

One Stress framework

across all risk types

Stress any data

or configuration at a click of a button

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.

Case Study

Automating Credit Risk
Reporting

Climate Risk

Climate Risk has a tremendous impact on Credit Risk and the need to run a vast variety of scenarios

Webinars

ESG stress testing: What should Financial Institutions be looking out for in 2022?

ElysianNXT Podcast Episode 2:

ESG Risk Assessment in Finance

Awards

The .NXT platform has an embedded simulation framework allowing users to run any stress-test on any risk type.

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Implementation Approach