Scenario Expansion Manager (SEM)

Banks currently find it difficult to perform Regulatory Stress Testing with high efficiency, because of changing regulatory expectations. However, scenario expansion methodologies used to perform an important component of Stress Testing have remained fairly consistent. Risk identification, limit strategies, and revaluation processes may differ across banks, but there are many similarities in scenario expansion processes across banks which can be leveraged to create a common industry framework.


Most banks' current processes for scenario expansion are very resource intensive. They typically require considerable manual effort, are carried out regularly and involve large amounts of market data and documentation.


RISE’s SEM Platform provides a centralised framework to expand, analyse and track all regulatory and internal scenarios, while at the same time being generic, reusable and transparent. This framework uses identified similarities to streamline the scenario expansion process, which allows banks to share the operational infrastructure used to conduct modelling activities related to Stress Testing.


Value Drivers

  • Centralised Infrastructure
  • Automated Documentation

  • Data Management
  • Diagnostics - Tests and Controls
  • Suite of Analytical Models
  • Workflow Management with Audit Trails


Process Enhancements

  • One-stop solution including data checks, diagnostics, visualisations and workflow
  • Benchmarking capabilities
  • Streamlined expansion process
  • Improved accuracy of the reported results

Cost Savings

  • Efficiencies by avoiding potential duplication
  • Automated reusable models and documentations
  • Mutualised costs

Reduction in Operational Risk

  • Transparent structure
  • Robust approval and model validation process
  • Reduction in manual efforts

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