Major Regional Bank
The bank was concerned about increased delinquencies in retail lending. They needed to quantify the worst-case scenarios, and define management actions to control delinquencies levels.
Case Studies
International Insurance Company
The company struggled to maintain sufficient net income margin in a low credit spread environment and rgently needed to improve earnings while staying within risk appetite boundaries and protecting solvency.
International Bank Subject to CCAR
Regulators criticized internal stress scenarios for not being severe enough for CCAR. Needed a scenario design for a challenger model, consisting of hundreds of variables. Time was running out to meet the deadlines.
International Bank
The board’s and management’s “what-if” questions required coming up with full-fledged scenarios. Needed meaningful scenario design for thousands of variables for internal stress testing.
Life Insurance
The client needed to protect net interest income while guaranteeing returns. Hedging strategies were needed against a broad spectrum of adverse scenarios.