Stress Testing Regimens
Stress testing of your strategic planning goals, loan portfolio, liquidity capacities, etc. is a critical aspect of managing risk and understanding outcomes of potential scenarios. Verittas can assist in designing stress testing regimens in a variety of areas that will provide meaningful results to the Board and management to ensure that the Bank understands its risk profile.
- Capital Stress Testing
- Strategic Plan Stress Testing for impacts on earnings and capital
- Loan Portfolio Stress Testing
- Liquidity Stress Testing
- Model validation and assumption testing for current stress testing models, including interest rate risk models