Portfolio Stress Testing

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Portfolio Stress Testing

CEIS provides Risk Migration or Stress Analysis as an additional management tool to assist in anticipating possible risk exposures under varying scenarios. The analysis considers “what if” scenarios for notable portfolio segments that might cause certain portfolio segments to react in an adverse manner to the client’s intended risk standards. The analysis aims to obtain an anchor point for determining the severity of a downside scenario. The results of stress testing migration potentials individually and by industry segments, might indicate that some proactive measure by management is advisable while alternatives are more feasible or available.

In the context of that which is material, feasible, practical, and economic, Risk Migration or Stress Analysis considers several factors. Those include industry segments, industry cycles and volatility, interest rate forecasts, economic forecasts, political / regulatory and technology risk, industry competition, portfolio composition and segment risk, portfolio product mix, borrower types, industry and geographic concentrations, and collateral values. The assembled data and resulting model is a tool to assist in determining the probability of individual and portfolio segment defaults, criticized and classified levels, and estimate of possible losses in the event of default(s).More »

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