KST – Stress Testing Solution

A stress testing and ALM software solution which enables assurance, data integrity and transparency

The KnowCo Stress Testing (KST) application enables users to carry out Liquidity risk, Credit Risk Capital, and Interest Rate risk stress tests.   This leads to greater assurance and transparency around data integrity and a significant reduction in the senior management time spent controlling spreadsheet risk.

We combine regulatory and business subject-matter expertise with pragmatic, analytical data processing to offer stress-testing and ALM software that is highly configurable, scalable and intuitive.

Enhance Your Stress Testing Capabilities

KnowCo supports financial institutions by reducing the significant and fast-growing workload on risk and compliance professionals involved in stress-testing, via fast, automated uploading of new datasets- from any source, and saving and re-running existing scenarios on the latest data.  Through the rapid creation of new scenarios or changes to existing scenarios, KST allows the user to reduce reliance on user-developed spreadsheets by storing data, scenarios and output securely, in a controlled production environment, and enables skilled personnel to focus on stress-testing itself (rather than spreadsheet risk management).

Benefits Of A Dedicated Stress Testing Infrastructure

  • Enables Reverse Stress-testing
  • Enables clearer, better visualisation of stress-testing outputs
  • Enables the necessary harmonisation between credit and liquidity stress-testing (for example      recessionary scenarios and credit concentration scenarios)
  • KST stress parameters include rollover/roll-off, past due, concentration stress, portfolio growth and diminuation, FX risk, marketable asset risk, yield curve risk, basis risk, and optionality and repricing risks.