PayNet AbsolutePD® Stress Test Simulator provides users with an effective, streamlined approach to complying with Federal Reserve Bank Comprehensive Capital Analysis and Reserve Requirements, resulting in lower operating costs and reduced managerial hours spent to fulfill compliance requirements.
BENEFITS TO USERS
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About AbsolutePD® Stress Test Simulator
PayNet AbsolutePD Stress Test Simulator generates scenario-based probability of default predictions at the individual obligor level, based on the set of Federal Reserve System (FRS) macroeconomic variables, and on the result of PayNet AbsolutePD®(APD).
Functioning as an add-on module to the APD modeling infrastructure, the APD Stress Test Simulator module generates up to five scenarios based on different sets of macroeconomic variables, which include three sets of FRS scenarios - baseline, adverse and severely adverse - together with two sets of user defined scenarios.
To purchase AbsolutePD® Stress Test Simulator to learn more how it can improve your regulatory compliance and asset allocation, contact us today.
PayNet AbsolutePD® Stress Test Simulator offers beneficial solutions for two functions in the lending process.
Enables strategies for managing your capital over a nine-quarter planning horizon.
Incorporates 16 measures of economic activity, asset prices, financial conditions and interest rates.
Extends nine quarters into future.
Applies Supervisory Stress Scenarios and user defined scenarios.