Whether for stress testing or for the purpose of business planning, regulators and economists publish scenarios, consisting of a number of macro and market variables. Expressed as a series of future values, these scenarios jointly describe a future state of the world.
Performing a satisfactory company-wide analysis typically requires additional variables, specific to the organization. Coming up with future values for these variables that are consistent with the given scenario is an extremely complex, time-consuming and costly process. It doesn’t have to be!
Save time and money by automating the scenario expansion process. This is critical for deadline sensitive processes (such as CCAR, DFAST, etc).
Expand an unlimited number of scenarios and variables quickly and easily.
Machine-Learning based algorithms improve results compared to traditional expansion methods.
No set-up required. Get an ID and password and get started.
Detailed, visual reporting and fully automated multi-period back-testing