Transition to a streamlined data pipeline and credit loss modeling approach with the Dataiku Solution for Credit Risk Stress Testing. Go from a patchwork of systems and outmoded architecture to efficient, flexible, and seamless credit risk stress testing with simplified capacity to scale across full credit portfolios.
The Dataiku Solution for Credit Risk Stress Testing supports standardized credit risk portfolio modeling exercises, including CECL and IFRS9.
In addition, quickly run ad-hoc credit stress testing analyses to test adjustments at portfolio and top-line levels, measure impact of evolving market conditions on your balance sheet, and more. All this while promoting only the finalized results with documented approval.
Built-in governance automatically records all data inputs, outputs, edits, and checks, improving auditability while reducing effort.
The Dataiku Solution for Credit Risk Stress Testing preserves projects — including data, models, and all adjustments — in bundles. That means generating permanent golden copies with the click of a button.
The Dataiku Solution for Credit Risk Stress Testing provides flexibility and control for managing credit risk in one place. Evaluate and adjust each credit portfolio independently using a shared foundational design with customization as needed. Plus, allow manual, cell-level adjustments by approved individuals and keep full record to orchestrate corrections in input systems.
A permanent audit trail reflects all changes, and users interact only with components relevant to their role.
Dataiku facilitates a concrete and rigorous sign-off process for all your credit risk stress testing exercises. Simplify alignment across stakeholders thanks to the built-in governance functionalities — no additional systems needed.
To ease ongoing checks and reviews, the Dataiku Solution for Credit Risk Stress Testing includes a full range of visualizations dedicated to understanding data quality, model settings, aggregate results, waterfalls, and more.
Data quality checks are executed independently by portfolio and data workflow stage, and outputs tracked. Each portfolio or process owner is fully equipped with means to understand the quality of input data and take action accordingly.
While precise credit risk management and provision settings are well established practices, they are also resource intensive. Streamline processes by upgrading to a modern environment with easy-to-manage governance. With freed capacity and improved accuracy, optimize balance sheets and improve reactivity to economic downturns, inflation shocks and other market events.
The Dataiku Solution for Credit Risk Stress Testing is infinitely customizable to suit your financial institution’s specific needs. Adjust to your specificities and easily scale across your entire credit portfolio. When you’re ready, leverage the established data foundations to engage broader enhancement of your risk management practices.
