We Have a Stress Test App – Check It Out
The Stress Test App is the latest addition to the current collection of customizable apps available in the Imagine Marketplace. Similar to the other simulation tools in Imagine, the Stress Test App uses archived data to stress current portfolios and generate robust historical simulations that estimate how a portfolio would perform under documented periods of extreme risk volatility.
The Stress Test App provides value-added features on top of regular historical stress testing abilities: advanced control over your inputs coupled with the ability to analyze your output in great detail. The App:
- creates output that clearly explains the variables used to calculate the theoretical values
- offers greater user-control over the logic and defaults to generate simulations
Additionally, a companion dashboard provides at-a-glance simple views that clearly identifies a portfolio’s strengths and vulnerabilities under a pre-defined stress scenarios.
This summary is based on research conducted between February and March 2021 with 20 banks looking at current trends and priorities for Prime Brokers in the Margin, Collateral and Data areas.
TS Imagine and IHS Markit have announced their partnership whereby the OEMS TradeSmart platform, in combination with IHS Markit’s live evaluated bond pricing data will provide real time insights into the global fixed income bond market.
If you have ever thought, “maybe we should collect and store our own data, so that we can have control over it,” or you think that all risk platforms are basically the same when it comes to data, we offer a look behind the scenes at what is involved in building and maintaining comprehensive datasets.