{
  "id": "workflow:stress-testing-scenario-design",
  "_kind": "Workflow",
  "_file": "workflows/workflows/workflows-financial-risk.yaml",
  "_cluster": "workflows",
  "attributes": {
    "displayName": "Stress Testing Scenario Design",
    "workflowKind": "governance",
    "triggerType": "scheduled",
    "typicalCadence": "quarterly",
    "complexity": "cross-team",
    "description": "Designs and calibrates stress-testing scenarios for regulatory and\ninternal risk management -- constructing macroeconomic stress\nnarratives incorporating GDP, interest rate, credit spread, and equity\nshock paths, designing reverse stress tests that identify scenarios\ncapable of breaching capital or liquidity thresholds, translating\nmacro narratives into granular risk-factor shocks for portfolio-level\nimpact assessment, incorporating historical crisis analogs and\nemerging risk themes, preparing CCAR/DFAST and ICAAP scenario\nsubmissions, and reviewing scenario severity against peer benchmarks.\nProduces scenario specification documents, reverse stress test\nresults, and regulatory submission packages. Excludes scenario\nexecution and capital adequacy calculation.\n"
  },
  "outgoingEdges": [
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "role:risk-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "role:quantitative-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "role:portfolio-manager",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "skill-area:python-data-pipelines",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "skill-area:mathematical-reasoning",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "domain:capital-markets",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "domain:regulatory-finance",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "responsibility:risk-reporting",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "responsibility:model-validation",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "org-unit:market-risk-team",
      "kind": "performed_by_org_unit",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "org-unit:portfolio-management-team",
      "kind": "performed_by_org_unit",
      "attributes": {}
    }
  ],
  "incomingEdges": []
}