Stress testing and capital planning are important for financial institutions in good times, but they are even more important in times of economic uncertainty.
Portfolio Stress Framework
Implement price/volatility scenarios using market cap, geographic region and industry
Choose from multiple systems including popular prime brokers and your own custom flavor
Shock Testing & Adverse Events
Capture your portfolio's risk by aggregating customizable stress tests and shocks into your portfolio to identify vulnerabilities.
Review risk measures most relevant to your business, including Volatility, Value at Risk (VaR), Expected Tail Loss, and more.
