Community banks have an important obligation to manage the risk in their loan portfolios. One requirement is to satisfy regulatory expectations with respect to stress testing of loan portfolios and evaluating the resulting impact on both earnings and capital. PCBB's Credit Stress Analyzer (CSA) will help your institution incorporate regulatory best practices into your overall risk management program.
CSA is a robust, outsourced solution that quantifies the financial impact on earnings and capital that may arise under multiple stressed scenarios. This solution minimizes the financial impact on your institution by:
Quantifying the impact of potential losses on your capital and ratios
Evaluating the risk associated with loan concentrations (type, sector, purpose, geography)
Allowing you to focus on results and conclusions rather than on the task of accumulating and analyzing historic data
Executive overview report facilitates your review with board, management and regulators
Pro-forma impact on earnings and capital adequacy
Quickly identify emerging trends
Reasonableness & usability of data and input evaluated
Back-testing vs. projections included
Grade migration included (single and/or dual grade)
Metric migration included (DCR/DTI, LTV, etc.)
Detailed model narrative provided
Third-party validation completed
Key assumptions fully documented and disclosed
Industry experts are available to facilitate review of your bank's results
Ongoing support is provided, including pre-exam "prep"
Multiple configurations are supported (migration and/or Probability of Default (PD)/Loss Given Default (LGD) derived from:
Multiple shock environments and shock types evaluated:
Pacific Coast Bankers' Bank and PCBB Capital Markets are sister companies and subsidiaries of Pacific Coast Bankers' Bancshares.
All securities are offered through PCBB Capital Markets, member FINRA/SIPC.