Stress Testing Scenario Design overview

Designs and calibrates stress-testing scenarios for regulatory and internal risk management -- constructing macroeconomic stress narratives incorporating GDP, interest rate, credit spread, and equity shock paths, designing reverse stress tests that identify scenarios capable of breaching capital or liquidity thresholds, translating macro narratives into granular risk-factor shocks for portfolio-level impact assessment, incorporating historical crisis analogs and emerging risk themes, preparing CCAR/DFAST and ICAAP scenario submissions, and reviewing scenario severity against peer benchmarks. Produces scenario specification documents, reverse stress test results, and regulatory submission packages. Excludes scenario execution and capital adequacy calculation.