Straterix Scenarios
ML-powered SaaS solution automating scenario generation, stress testing, expected credit losses and BS / IS projection
- Treasury
- Price & Analytics
- Enterprise Risk
Straterix Scenarios Solution Overview
Make you day to day analytics more comprehensible and easier to achieve
Automatically generate baseline and stress scenarios for ECL (Expected Credit Loss) calculations (CECL/IFRS 9) and projects balance sheet and income statement items
Straterix supplies data for rendering results and generating reports
Straterix Scenarios incorporates dynamic correlations between macroeconomic, market and portfolio-specific variables, producing thousands of scenarios and calculating credit losses for each one
Key features
SaaS solution ready for rapid deployment
Top-down approach uncovers market drivers specific to an organization
Integrated out-of-the-box with Fusion Risk APIs
Accurately assesses tail risks by considering both stable and stressed market conditions
Generates full distribution of scenarios
Does not require Client's proprietary data and Client's proprietary model to generate all scenarios needed for CECL/IFRS9 and stress testing
Want to know more?
Sophisticated scenario generation, automated stress testing and expected credit loss calculation
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