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Stress Scenarios

Stress Scenarios - Liquidity, Risk Intelligence, Capital Optimization
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LiRiCo Stress Scenarios is a cross-modules functionality which allows Banks to design different kind of stress and simulate effects on their financial position.
Thanks to Lirico simulations, Banks are able to conduct a forward-looking risks assessment and, where required, take preventive actions in order to avoid negative future impacts.

Owing user-friendly parametrization Lirico allows the creation of ad hoc scenarios identifying risk factors (e.g. interest rate curves, inflation, volatility, haircut, rating), shock types (additive, multiplicative and substitute) and buckets to which apply each shocks.
Moreover, it is possible to address the shocks only to one o more specific groups of operations.

Within risk factors to be stressed there are also behavioural models parameters (e.g. Credit lines withdrawn).

All the analysis driven on each module could involve Stress scenarios configuration (e.g. LCR, EV Sensitivity), the users will have the final view distinguished between ongoing business and new one.