Loan Portfolio Stress Testing

Young & Associates, Inc.’s Loan Portfolio Stress Testing models allow you to:

  • Perform a risk assessment of higher-risk segments of the bank’s portfolio

  • Create support documents for ALLL analysis as it pertains to credit risk management

  • Determine the risk potential and pricing adequacy during loan approval

  • Stress test using multiple stress-test scenarios (e.g., loan grades, loan-to-value, debt service coverage, net operating income)

 

Commercial Real Estate (CRE) Stress Testing Workbook (First Year License) (#258)
Available in 3 versions for Banks, Banks with an existing SNL subscription, and Credit Unions.

This Microsoft Excel workbook combines call report data with loan-level data characteristics that you enter about the CRE loans in your portfolio to estimate the level of CRE losses your institution might experience under two stress scenarios that you have the ability to define. The output of the workbook includes highlighting individual loans that may experience losses in a stress scenario as well as aggregate portfolio-level loss amounts. This product provides an efficient solution for stress testing your CRE portfolio, and the results serve as important inputs into your concentration risk management, capital planning, and strategic planning processes.

Requires Microsoft® Excel 2007 or higher.

$895

 

Commercial Real Estate (CRE) Stress Testing Workbook (Annual License Renewal) (#329)
Update/Annual License (#329) renews the license for 1 year and includes any changes or updates to the workbook that have occurred within the previous year.

Requires Microsoft® Excel 2007 or higher.

$350

 

Consumer Real Estate/HELOC Stress Testing Model (#256)
Includes an easy-to-use Microsoft® Excel spreadsheet to complete required stress tests needed for consumer mortgage loans and home equity lines of credit. Stresses the collateral value as well as the debt to income ratio. Includes easy-to-understand instructions for completing the worksheet and explains the importance of stress testing to the bank’s overall risk assessment of portfolios.

Requires Microsoft® Excel 2007 or higher.

$425

 

Need Assistance?
If you prefer, Young & Associates, Inc. can complete the stress testing of your loan portfolios for you, and will provide a complete analysis of the results. For more information on our stress testing service and pricing structure, click here.