Simulations
Stress-test positions against rate, market, and credit scenarios, then see the impact on your book before it happens.
Illustrative data
See the impact before the market moves.
Stress tests often live in spreadsheets that take days to update and cover only part of the book. Simulations applies one scenario across the book at once, so the committee sees the whole picture while there is still time to act.
From a scenario to its impact on the book
- Step 01
Choose the shocks
Shift yields in parallel or at key tenors, widen spreads by rating or sector, and move ratings down by notches.
- Step 02
Choose the scope
Apply them to the whole book, a sector, or a single bond or borrower.
- Step 03
Run and compare
See the result against the base book, with low, base and high cases.
- Step 04
Save and rerun
Keep the scenarios your committee uses and run them again as the book changes.
What Simulations does
Rate, market, credit
Shift curves, spreads and default assumptions individually or together.
Book-level impact
See the effect on every position, sector and tenor bucket at once.
Before it happens
Run the scenario ahead of the committee, not after the move.
Base against stressed
Every result sits next to the base book, so the change is clear.
Scenarios in plain English
Describe a scenario in plain words and see its impact by borrower and by sector.
Ready-made and saved
Start from ready-made scenarios, or rerun the ones your team has saved.
Rates and ratings, read together
A rate move and a downgrade rarely come alone. Simulations runs them as a grid, so you can see how the book responds to each combination and where the losses build.
- Rate moves against downgrade notches
- Every cell against the base book
- Low, base and high cases
Illustrative data
Where Simulations helps
Asset classes
One platform, one record
Simulations runs inside the permissions and policies your firm sets, and every saved run stays on record for review.