Stress Testing FIT™
Loan Portfolio Stress Testing | Capital Stress Testing
How has the current market and pandemic impacted your capital?
PCBB’s Stress Testing FIT and expert advisors can quickly stress test your loan portfolio under various economic conditions so you can understand key vulnerabilities and determine the resulting impact on your earnings and capital.
Key Benefits:
- Top-down and Bottom-up approaches
- Quickly stress test your loan portfolio
- Multiple scenarios and stress factors
- Easily meet regulatory compliance
- Pre-exam assistance
The process of stress testing portfolios can aid in strategic decision making, credit policy development, strengthen the quality of concentration risk management, support reserve methodology, and determine regulatory capital at risk.
Two Approaches to Stressing Your Loan Portfolio
Deluxe
Approach | |
---|---|
Top-down — Portfolio Level approach | |
Up to 4 scenarios based upon different forecasts | |
User configurable forecast (GDP & Unemployment) | |
Loan Data | |
Industry segmentation | |
National and regional industry results | |
Reporting and Analysis | |
Multiple regression-based analysis | |
Transparent inputs and calculations | |
Robust reporting | |
Comprehensive graphics |
Pro
Approach | |
---|---|
Top-down & Bottom-up approach | |
Multiple Scenarios (pre-stress, baseline and adverse) | |
Stress factors: DCR/DTI, LTV, NOI, Debt Service, Cap rates | |
Loan Data | |
Industry segmentation + custom groups | |
National and regional industry results | |
Your institution’s note level data | |
Reporting and Analysis | |
View concentrations: branch, officer, MSA, NAICS, etc. | |
Transparent inputs and calculations | |
Robust reporting | |
Comprehensive graphics | |
Advisory assistance included |
Flexible Capabilities
Stress Testing FIT calculates your losses under different economic environments with multiple configuration options and in the context of current reserves and forward earnings. FIT Advisors provide you with insight along the way.

- Flexibly review your losses by asset class either from top-down or bottom-up
- Back-testing and projections included at no additional cost
- Pro-forma impact on earnings and capital adequacy