Stress Testing

Moody’s Analytics Stress Testing Suite enables institutions to more easily implement and execute collaborative, auditable, repeatable, and transparent stress testing programs. It integrates Moody’s Analytics credit loss data, economic scenario generation, advisory services, loss estimation, pre-provision net revenue (PPNR) modeling, and regulatory reporting capabilities with your stress testing program. This flexible, modular, open-architecture solution integrates with existing systems, as well as other Moody’s Analytics solutions.


To learn more about Moody’s Analytics Stress Testing Suite, click here.


Moody’s Analytics is a leader in understanding and addressing the challenges associated with developing and executing stress testing programs. Please click on any of the following resources to learn more about the challenge.

Risk Perspectives - a Complimentary Magazine for Global Risk Practitioners

Moody's Analytics Risk Perspectives Magazine. Stress Testing | North American Edition.

Stress Testing |

North American Edition

Explores how financial institutions can leverage stress testing regulations to add value to their business, for compliance and beyond.

Moody's Analytics Risk Perspectives Magazine. Stress Testing | European Edition.

Stress Testing | European Edition

Focuses on stress testing in Europe – how banks can build an effective stress testing program, achieve critical business objectives, and ensure regulatory compliance.

Recent Moody’s Analytics Stress Testing Insight

Webinar  No Surprises: Gaining Strategic Insight Through Stress Test Simulation
Since the global financial crisis, bank stress testing has become an essential part of regulators’ toolkits for monitoring and maintaining financial stability. The impact of a bank’s stress test results can have large implications for its operations, its shareholders, and for the economy at large. Anticipating the results of a formal stress test through simulation can enhance a bank's internal risk management as well as provide strategic business insight. 

Presenter: David Hamilton
Date: December 2016
Webinar  IFRS 9 & The Structured Finance Investor
In this webinar, we detail the specific challenges facing structured finance investors, and propose effective solutions to help address these challenges.

Presenters: Miten Amin, David Kurnov
Date: September 29, 2016
Webinar  Webinar-on-Demand: Assessing the 2016 PRA Stress-Test Scenarios
In this webinar examine the supervisory scenarios published by the Prudential Regulation Authority to help you better understand and prepare for this year’s stress-testing exercise. We discuss their main features and highlight the challenges in mapping provided assumptions to a wider set of global economic and financial series.

Presenters: Petr Zemcik, Olga Loiseau-Aslanidi
Date: May 10, 2016

Webinar  EBA Scenarios for the 2016 EU-wide Stress Test
In this webinar, our economists dissect the scenarios by examining:

What are the assumptions driving the scenario? How severe is the stress? What is the impact on global economies? How it affects market instruments?
Presenters: Olga Loiseau-Aslanidi, Anna Zabrodzka
Date: April 18, 2016
Insight Icons Article 

Next-Generation Risk Appetite Management: Getting Real About Achieving Impact in Uncertain Times
Prompted by regulator and investor pressures, most financial institutions have completed formal “first generation” exercises to establish Risk Appetite Statements (RAS), and some have adopted more sophisticated next-generation capabilities to manage a firm’s tolerance and capacity for risk taking. However, despite encouraging progress so far, there is work left to be done. In many instances, many firms have fully operationalized and embedded risk appetite within their organizations but have not seen the influence of those changes on key decision-making processes.

Author: Cubillas Ding, Celent
Date: April 4, 2016

Insight Icons White paper
Simulating a Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks
Although Australia’s banking system is one of the strongest in the world, the harsh lessons of the global financial crisis have led the country's regulator to require that banks develop and implement a rigorous stress testing process to prepare themselves for the next crisis. Dr. David Hamilton and Glenn Levine discussed the simulated stress test of the corporate loan portfolios of Australia's five largest banks (by asset size), which they recently conducted. Webinar-on-Demand and the associated whitepaper available.

Presenters: David Hamilton & Glenn Levine
Date: March 10, 2016

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