Stress Testing and Scenario Analysis demo

What the demo shows

Designs and runs historical and hypothetical stress scenarios for the CRO and risk committee

A clean home shows four numbers and what waits for the CRO. Each scenario opens as a column of factor shocks on the left (rates, currencies, credit spreads, equities, commodities), each with its source and the historical window it echoes, and every portfolio's loss in basis points of NAV on the right as ranked bars against its own limit, with the three driving positions under each bar. The agents work beside it in a conversation: the Scenario agent drafts shocks from central bank statements in their own language, beside the English; the Calibration agent tests each shock against 1990–2026 history and sends back the implausible ones; the Run agent runs every portfolio against every official scenario each week on the risk engine; the Explainer names the positions behind each loss; the Escalation agent opens breach cases on a clock; the Committee pack agent drafts the pack from signed runs; the Evidence agent seals everything. The analyst prepares, the CRO approves every scenario before it joins the official set, the PM answers breaches.

Transcript

1. 0:01Stress Testing and Scenario Analysis designs and runs stress scenarios for the CRO and risk committee.
2. 0:10Derivatives funds must stress test weekly under SEC rule 18F4.
3. 0:18Here a Scenario is a column of factor shocks – rates, currencies, credit, equities.
4. 0:26The Scenario agent drafted it from the Bank of Japan statement, Japanese beside English.
5. 0:33The Calibration agent tested each shock against history and sent two back.
6. 0:40Every portfolio's loss is ranked against its own limit.
7. 0:46Global Balanced loses 312 basis points, past its limit, led by a short yen overlay.
8. 0:55Ask why, and the explainer names the positions behind it, each cited.
9. 1:02The CRO approves with a reason code.
10. 1:05The analyst who drafted it cannot.
11. 1:09Every shock cited, every decision signed and logged.
12. 1:13The PM gets a two-day clock.
13. 1:16The result, scenarios drafted in hours and 12,000 results explained every week.
14. 1:25Built on Botminds: agents, data, screens, and governance on one platform.

Transcribed from the film’s narration. Captions are on the player.