Stress test pack
Scenario P&L across the book, with the drivers
How a run goes
The steps this agent takes, in order, and what each one leaves behind.
Reads positions, sensitivities and the scenario definitions
Runs the approved stress scenarios across the book and reports the profit and loss by desk, asset class and factor
Computes scenario results and attributes them
Explains the largest losses down to the positions and the shocks that produce them
Assembles the pack with the commentary
Produces the risk committee pack with the same layout every time
Works in
Snowflake, Databricks, Tableau
Snowflake, Databricks, TableauWhat it does
- Runs the approved stress scenarios across the book and reports the profit and loss by desk, asset class and factor
- Explains the largest losses down to the positions and the shocks that produce them
- Produces the risk committee pack with the same layout every time
Connects to
Snowflake
Query and materialize warehouse data with your existing roles.
Databricks
Run notebooks and read lakehouse tables under governance.
Tableau
Surface published views and data sources in a run.
Skills included
- Scenario attribution
- Committee pack
Need it to work differently?
Every agent can be changed: the steps it takes, the systems it uses and who approves what.