Treasury Stress Testing
Model tomorrow's crisis today, not two weeks from now
The Fed signals a potential rate hike. Your CFO asks: "How does a 200 bps increase impact our securities portfolio?" Your team starts the stress test. Week 1: aggregate positions from the treasury platform. Week 2: model duration risk across held-to-maturity and available-for-sale portfolios. Calculate LCR and NSFR impacts. By day 12, when results are finally ready, the Fed has already moved rates-and your analysis is outdated.
That's the crisis with 10-15 day stress testing cycles. Silicon Valley Bank's treasury team faced this exact problem-by the time they could model the impact of rate hikes on their $91B securities portfolio, unrealized losses had already mounted and deposit flight was underway.
Stress test in days, not weeks:
Our platform pulls securities positions and market data automatically. Run multiple scenarios simultaneously-50 bps, 200 bps, 500 bps rate moves. Model deposit flight, unrealized losses, and liquidity impact in parallel. Test duration risk across your entire portfolio with one click.
Continuous monitoring flags emerging risks weeks in advance: "Duration exposure exceeds risk appetite" or "Rate volatility + deposit concentration = potential liquidity squeeze." Get actionable hedging recommendations before crises develop, not after.
Result: 2-3 days for comprehensive stress tests. Run scenarios on-demand when market conditions shift. Transform treasury from reactive crisis response to proactive risk management.
Ready to Accelerate Treasury Risk Management?
See how we turn reactive stress testing into proactive risk intelligence.
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