Global Bank Stress Test-2021-11-08-CEF
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From User Inputs to Outputs<br />
User Settings:<br />
Country, regulatory<br />
capital thresholds,<br />
etc.<br />
Econometric<br />
Model-Based<br />
Projections<br />
Latest WEO Baseline<br />
Scenario Retrieval;<br />
Automated via DMX<br />
Plug-In (Push a<br />
Button)<br />
Frye-Jacobs<br />
Module to<br />
Decompose Loss<br />
Rates to PDs and<br />
LGDs<br />
Balance Sheet<br />
Module<br />
Reporting: Capital<br />
Ratios, Capital<br />
Shortfalls<br />
Up to Two Additional<br />
Adverse Scenarios:<br />
User Input<br />
Risk Weight<br />
Projection Module<br />
30
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