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.
Diagnostics - Tests and Controls
Suite of Analytical Models
Workflow Management with Audit Trails
One-stop solution including data checks, diagnostics, visualisations and workflow
Streamlined expansion process
Improved accuracy of the reported results
Efficiencies by avoiding potential duplication
Automated reusable models and documentations
Reduction in Operational Risk
Robust approval and model validation process
Reduction in manual efforts
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