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RC-ICAAP and Stress Testing System
What Is RC-ICAAP and Stress Testing System?
RC-ICAAP and Stress Testing System provides a wide range of ICAAP calculations suitable for Pillar II requirements for banks or asset managers. These calculations are generated for current and future periods under macro stresses.
The stress testing functionality permits the generation of a wide range of scenarios using powerful conditional Bayesian techniques.
The framework provides reports which may be processed flexibly to generate regulatory requirements.
Who Uses RC-ICAAP and Stress Testing System?
Chief Credit Officer , Chief Risk Officer