Accur’Stressing® is a predictive model aimed at measuring the impact of adverse macroeconomic scenarios on the performance of banks.
An automated industry level stress test model
Accur’Stressing® captures the impact of an adverse economic scenario on market stability and possibly on key risk and performance indicators of banks via an automated machine learning algorithm, which enables users to conduct credit risk stress tests by industry sector in different regions.
An interactive and flexible web solution
Implemented via a web platform, Accur’Stressing® provides visualised analysis results in one click. These visual analytics help users quickly identify relevant dependencies between macroeconomic factors and key market indicators, as well as the impact of their variation on credit portfolios.