SCENARIOS

  • BHC 2017
  • Brexit 0600 ET
  • Brexit 1700 ET
  • COVID 16M LIBOR
  • COVID 16M SOFR
  • Client Scenario 1
  • Client Scenario 2
  • Correlation-High
  • Correlation-Low
  • Covid 16 March USD 2Curve
  • Covid-06Mar20
  • Covid-16Mar20
  • Covid-1W-2to9Mar20
  • Covid-1W-2to9Mar20 - USD 2Curve
  • Covid-28Feb20
  • David2
  • FD-CCAR-15-Adverse
  • FD-CCAR-15-Severe
  • FXVols-Up1%
  • FXVols-Up10%
  • Fed+25Flattener
  • IR-Down005bp
  • IR-Down007bp
  • IR-Down010bp
  • IR-Down015bp
  • IR-Down025bp
  • IR-Down050bp
  • IR-Down100bp
  • IR-Flatten10LongDwn
  • IR-Flatten10ShortUp
  • IR-Pivot5Y-Down10Long
  • IR-Pivot5Y-Up10Long
  • IR-Steepen10LongUp
  • IR-Steepen10ShortDwn
  • IR-Up005bp
  • IR-Up007bp
  • IR-Up010bp
  • IR-Up015bp
  • IR-Up025bp
  • IR-Up050bp
  • IR-Up05Y010bp
  • IR-Up100bp
  • IR-Up10Y010bp
  • IR-Up20Y010bp
  • IRVols-Up10bp
  • IRVols-Up1bp
  • IR_SHIFT_Down
  • Mark Test
  • NonParallel
  • ParallelZeros
  • ParallelZeros5
  • RiskWeights-Down10%
  • RiskWeights-Up10%
  • SMS_test
  • SupervisoryCorrelation-High
  • SupervisoryCorrelation-Low
  • SupervisoryFactor-Down10%
  • SupervisoryFactor-Up10%
  • SupervisoryVol-Down10%
  • SupervisoryVol-Up10%
  • TEST3
  • TEST_USD
  • TEST_USD_LIBOR3M
  • TEST_USD_SOFR
  • TEST_USD_SOFR_LIBOR
  • Thresholds-Down10%
  • Thresholds-Up10%