displayName
Stress Testing Scenario Design
workflowKind
governance
triggerType
scheduled
typicalCadence
quarterly
complexity
cross-team
description
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.