Stress Testing
6Sigma Group’s Stress Testing solution is part of its Portfolio Risk Rating (PRR) module and broader CRMS platform, designed to help banks assess how their credit portfolios perform under adverse or forward-looking scenarios.
About this app
Portfolio-wide stress testing combines granular exposure analysis across industries, countries, products, obligors, and collateral with forward-looking economic and market scenarios to assess portfolio resilience under adverse conditions.
It integrates PIT and portfolio risk ratings with capital, profitability, and concentration metrics, delivering configurable analytics and reporting that support strategic decision-making and alignment with Basel risk management principles.
