RC-Stress Testing System logo

RC-Stress Testing System

by Risk Control Limited
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Quick facts
VendorRisk Control Limited
Year launchedN/A
StatusActive
Location8 Golden Square, London W1F 9HY
Countries servedN/A
Languages1
IntegrationsN/A
Free tierNO
Free trialNO
Contact salesYES

About RC-Stress Testing System

A risk management framework for financial institutions to conduct macro stress-testing. It analyzes the impact of macroeconomic events on portfolios, capital requirements, and provisions, helping users meet complex regulatory requirements.

RC-Stress Testing System by Risk Control Limited is a specialized software framework for financial firms, such as banks and investment firms, to perform macro stress-testing and ensure regulatory compliance. The system enables users to analyze the effects of complex macroeconomic events on their banking and trading books, capital requirements, and provisions. It features an embedded statistical model for creating custom scenarios and provides routines for calculating current and projected capital measures and financial ratios. While the software offers flexible reporting, detailed information on pricing, deployment options, and integrations is not publicly available and requires direct contact with the vendor. The platform is designed for risk management professionals in the financial sector.

Pros & Cons

Pros
  • Provides a highly efficient and flexible framework for macro stress-testing.
  • Allows analysis of impacts on portfolios, capital requirements, and provisions.
  • Features an embedded statistical model for scenario creation.
  • Supports capital planning for both banking and trading books.
  • Offers flexible reporting capabilities.

Features

Key features

Macro Stress-Testing

Analyze the impact of complex macroeconomic events on portfolios, capital requirements, and provisions.

Scenario Creation

An embedded statistical macroeconomic model allows for creating scenarios as deviations from a central forecast.

Capital Planning

Facilitates macro-stress-testing analysis of banking and trading books for capital planning purposes.

Financial Ratio Analysis

Provides current and projected capital measures and financial ratios based on bespoke financial statement modeling.

Flexible Reporting

Offers a wide range of standard reports and allows for custom report construction from intermediate data downloads.

Pricing

Free trial
Free version
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Countries & Languages

Countries served
1
Interface languages
Billing currencies

Interface languages

English

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