Credit Stress Analytics©

Put Your Interest Reserve Calculation Into A Model Where They Belong

HOW IT WORKS

 

Credit Stress Analytics (CSA) brings incredibly robust stress testing together with an ease of use not often seen in today’s software. CSA caters to your specific needs by allowing users to select the appropriate modules for their loan portfolio; Commercial Real Estate, Commercial and Industrial, or Construction and Development. If your focus is on only one area today, you can always scale up into the other modules later if you choose.  The Credit Stress Analytics model allows you to stress test one loan at a time, a sector of loans or your entire portfolio. The concentration analysis features allow you to sort or filter your portfolio by virtually any field input or calculated in the model.

Key Features

 

Credit Stress Analytics provides a one stop shop for all your commercial portfolio stress testing needs. Each module creates a custom loan rating code to help users model how the rating migrates as user-defined stress variables are applied. The stress variables can be changed at any time and the model can be run and rerun as often as you like. The model and its database reside on your servers, so you are in control of your stress testing. There are a wide variety of stresses you can apply to your portfolio to determine how it will perform under stress. Users will find the Trend Analysis function useful when analyzing past data, and the Horizon Forecast function assists in stress testing loans for up to 20 quarters into the future. The results can be viewed on the screen,  printed through the comprehensive report package, or exported into several file types.  With over 50 standard reports in each module, each of which is customizable using our built-in filters, your ability to better understand your exposure is assured.

Software Spec

Separate modules for each area of your commercial portfolio, CRE, C&I and Construction and Development loans. This allows you to stress the different types of loans by their unique properties allowing for greater accuracy in your output and more reliability in your results.  CSA allows you to know how your portfolio, sector or individual loan performance is going to migrate as the different stresses are applied.

Credit Stress Analytics is a completely scalable model, purchase what you need today. Start with one module and a minimal numbers of loans, and add loan count, users and additional modules later as your business expands. Set up and installation is stress free, as users create reports to extract the necessary data and easily import it into the database, while a FIMAC Solutions relationship manager guides you through each step. Training is provided via online meetings and support is always just a phone call or email away.  We are here to help you take the stress out of stress testing.

While an extremely robust powerful stress testing tool, our clients tell us  Credit Stress Analytics is not at all overwhelming. Most are fully trained after only a couple hours of training, and some clients have even chosen to skip the training altogether. CSA is a model designed by senior lending executives who loaded it with the functionality that the industry needs:

  • Monte Carlo Simulations
  • Horizon Forecasting out up to 20 quarters
  • Sector and Trend Analysis
  • Identification of potentially problematic loans in advance of default
  • A full report suite meeting the needs of senior management and regulators
  • Underwriting Stress Calculators to stress test a loan before you write it, without adding it to the database.