CECL Stress Testing

Project the future!  Are you using CECL stress testing to support your CECL?

LAstress enables you to apply unlimited stress scenarios. Stress both PDs and LGDs. Use actual borrower financial information or simulated financial information. Identify and analyze expected and unexpected volatility. Expected for CECL, unexpected for Basel III stress testing.

  • Stress actual borrowers or simulated borrowers
  • Define unlimited PD and LGD stress scenarios
  • Select and define the magnitude of the stress
  • Project loan portfolio growth and run-offs
  • Project expected loss and capital out for three years

Learn More About LoanAnalytics LAstress Today!

See for yourself how LoanAnalytics LAstress enables you to:

  • Use your actual borrowers or simulated borrowers
  • Stress your portfolio with unlimited stress scenarios
  • Stress both your PD and LGD ratings
  • Apply stress scenarios over a three year period

Schedule a web demonstration