Run baseline, adverse and severe scenarios, measure the impact on your capital and losses, and document your results for the regulator.
The Stress Testing module runs baseline, adverse and severe macroeconomic scenarios, then passes the shocks through to the balance sheet to measure their impact on capital, the income statement and losses. You measure each trajectory against the regulatory requirement and pinpoint the breach point long before it happens.
A single engine replays the scenarios on demand, with no re-keying, and gives the risk committee a clear view of the bank's resilience.
Stress Testing shares the data, models and calculation engine of the Risk Management platform, alongside ALM, Capital Forecasting and Credit Scoring. One consistent, consolidated view of risk.
Two views of the same workspace: the comparison of scenarios and their impacts, and the capital trajectory under stress across the projection horizon.
The comparison of baseline, adverse and severe scenarios — impact on CET1 against the requirement, and an overall read of the scenario library.
The projection of the CET1 ratio quarter after quarter under the three scenarios — three trajectories that diverge and are measured against the regulatory floor.
From defining scenarios to delivering to the committee, complete coverage of the stress-testing exercise.
A catalogue of versioned, governed scenarios, replayable on demand with no manual rebuild.
Three configurable severities, calibrated on macroeconomic trajectories and passed through to the balance sheet.
Impact of shocks on the CET1 ratio, the income statement and RWA, projected over the stress horizon.
Value at Risk, cumulative losses and market sensitivities projected under each scenario.
Exercises aligned with the Basel prudential framework, traceable and ready for audit and the regulator.
Summary statements and committee packs generated automatically from the stress results.
Scenarios replayed continuously, a quantified impact and better-informed committee decisions.
The capital's capacity to absorb shocks, quantified scenario by scenario.
The breach point identified well before it materialises.
The effect of shocks on CET1, P&L and RWA, calculated end to end.
Exercises re-run on demand, with no re-keying or manual rebuild.
Stress tests aligned with the prudential framework, traceable and auditable.
A risk committee fed by a clear, shared view of resilience.
Indicative orders of magnitude, varying with context and scope.
A controlled stress exercise, from defining scenarios to prudential reporting.
Defining and calibrating the baseline, adverse and severe macro scenarios, versioned in the library.
Passing the shocks through to risk parameters, the balance sheet and market positions.
Calculating the impact on CET1, P&L, VaR, RWA and losses over the horizon.
Delivery to the risk committee and generation of Basel prudential statements.
Stress Testing shares its foundation with the three other modules of the platform.
Asset-liability management of the balance sheet — interest-rate gap, liquidity gap and net interest margin sensitivity.
Explore the module → 02 · CapitalCapital forecasting and capital adequacy — CET1 trajectory, RWA and buffers.
Explore the module → 04 · ScoringCredit score and probability of default — portfolio distribution in service of lending.
Explore the module →Six stages of the customer lifecycle — from onboarding to collections, through to a better customer experience — built on a cross-cutting foundation of automation and data that connects and continuously improves them.
From the first interaction to account opening: smooth, compliant onboarding for individuals and businesses alike.
Learn more →Accounts, products, cards, accounting and treasury on the Infosys Finacle suite, implemented and operated by our teams.
Learn more →Secure, compliant payment journeys: e-wallet, mobile banking and card switch.
Learn more →Two dimensions mastered: credit risk across the loan lifecycle, and balance-sheet risk (ALM, capital) steered at bank level.
Stress testing tests the resilience of this financing stage.
Learn more →In the event of default, our solution automates the collections process — through to litigation management where needed.
Learn more →Data and automation in service of the relationship: anticipate churn risk and deliver hyper-personalised experiences that lift satisfaction and revenue.
Learn more →Request a demo: we'll show you the Stress Testing module — baseline, adverse and severe scenarios, capital impact, VaR and losses — on your own ratios and assumptions. Leave your details and an expert will get back to you.