stress-test-scenario-narratives

Community

Draft CCAR/DFAST stress test narratives

AuthorGoldenZero
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill automates the creation of clear, regulator-ready narratives for stress testing programs, simplifying the complex process of documenting financial scenarios, projections, and capital impacts.

Core Features & Use Cases

  • Scenario Narrative Generation: Draft storylines for baseline, adverse, and severely adverse macroeconomic scenarios.
  • Loss & Revenue Projection Explanation: Detail credit loss and PPNR projections by portfolio segment and revenue stream.
  • Capital Impact Analysis: Illustrate the waterfall from pre-stress to post-stress capital ratios.
  • Use Case: When preparing board submissions for capital planning, use this Skill to generate the narrative that explains the stress test results, assumptions, and their implications for the bank's capital adequacy.

Quick Start

Generate a stress test scenario narrative for the severely adverse economic conditions.

Dependency Matrix

Required Modules

None required

Components

assetsreferencesscripts

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: stress-test-scenario-narratives
Download link: https://github.com/GoldenZero/skills/archive/main.zip#stress-test-scenario-narratives

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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