Straterix Scenarios is a ML-powered SaaS solution that automatically generates baseline and stress scenarios for ECL (Expected Credit Loss) calculations (CECL/IFRS 9) and projects balance sheet and income statement items.
It supplies data to Fusion Optimum for rendering results and generating reports. Straterix Scenarios incorporates dynamic correlations between macroeconomic, market and portfolio-specific variables, producing thousands of scenarios and calculating credit losses for each one.
Using Straterix Scenarios, one can generate and answer ‘what-if’ questions / scenarios, by using simple spreadsheet-based tool.
- SaaS solution for rapid deployment
- Top-down approach uncovers market drivers specific to an organization
- Accurately assess tail risks by considering both stable and stressed market conditions
- Generates full distribution of scenarios
- Does not require clients’ proprietary data and clients’ proprietary model to generate all scenarios needed for CECL/IFRS9 and stress testing
- Integrated out-of-the-box with Fusion Risk APIs