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 Asset & Liability Management 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.

Key benefits include:
  • automated uploading of new datasets
  • saving and re-running existing scenarios on the latest data
  • rapid creation of new scenarios or changes to existing scenarios

Benefits Of A Dedicated Stress Testing Infrastructure

  • End reliance on user-developed spreadsheets by storing data, scenarios and output securely, in a controlled production environment
  • Enable skilled personnel to focus on stress-testing itself (rather than spreadsheet risk management)
  • 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 diminution
  • FX risk
  • marketable asset risk
  • yield curve risk, basis risk, and optionality and repricing risks.