BestBank S.CETB · Mar 31, 2026 · Unit: Millions
Open blockersRefresh
OFFICIAL_EXPORT_BLOCKEDOfficial export is visibly blocked until approved rules, approved maps, non-virtual lineage, approved baseline, and validation pass.

Stress Scenario Control Center

Govern scenarios, levers, approvals, evidence, and cross-module impact without replacing the official workpaper baseline.

Open LCR WorkpaperBuild Scenario
STRESS_ANALYSIS_ONLYApproval here means internal analysis approval only. It does not make stress values official export values.
Active scenario
LCR 30-Day Outflow Stress
Internal analysis scenario
Connected modules
7
Credit, FX, ALM, LCR, capital, operational, recovery
Computed impacts
Partial
Missing source data blocks several modules
Evidence gaps
9
Rule evidence and source schedules needed
Approval status
Internal review
ALCO approval not complete
Export treatment
Excluded from official export
Stress values are analysis-only
Scenario LibraryScenario BuilderLever RegistryImpact MatrixEvidence & ApprovalsRun HistoryRecovery Handoff

Scenario Library

Saved management scenarios with evidence, approval, computation status, and actions.

ScenarioSevere Credit + FX Shock
SevereCredit Risk, Market / FX, Capital Adequacy
PartialEvidence neededRisk review
Last run: May 20, 2026 16:20Open scenario
ScenarioLCR 30-Day Outflow Stress
SevereLCR / NSFR, ALM / Liquidity, Recovery Planning
Preview onlyNEEDS_RULE_EVIDENCETreasury review
Last run: May 20, 2026 17:05Open scenario
ScenarioLiquidity Rollover Stress
ModerateALM / Liquidity, Recovery Planning
IMPACT_NOT_COMPUTEDMISSING_SOURCE_DATADraft
Last run: Not runDuplicate
ScenarioCapital Deduction Stress
MildCapital Components, Capital Adequacy
Preview onlyNEEDS_TEMPLATE_VERIFICATIONFinance review
Last run: May 19, 2026 12:10Submit for approval
ScenarioOperational Loss Event
ExtremeOperational Risk, Capital Adequacy
IMPACT_NOT_COMPUTEDUNKNOWN_RULE_REFERENCEBlocked
Last run: Not runArchive
ScenarioIRRBB Parallel Up Shock
SevereIRRBB, ALCO
IMPACT_NOT_COMPUTEDConfiguration requiredBlocked
Last run: Not runOpen scenario

Scenario Builder

Guided workflow for selecting modules, levers, severity, readiness, impact preview, and review submission.

1. Select modulesLCR / NSFR, ALM / Liquidity, Recovery Planning

Module selection ready

Treasury Risk
2. Select leversCurrent account runoff uplift, HQLA haircut uplift

Rule evidence needed

Treasury Liquidity
3. Set severityBaseline, Mild, Moderate, Severe, Extreme, Custom

Internal assumption only

Risk
4. Validate readinessSource schedules and factor evidence

MISSING_SOURCE_DATA

Data Operations
5. Preview impactLCR, net outflow, recovery trigger

IMPACT_NOT_COMPUTED where data is missing

Risk Analytics
6. Submit for reviewMaker-checker and ALCO review

Approval pending

ALCO Secretariat
IMPACT_NOT_COMPUTEDMissing source data stays explicit

If data is missing, Stress Lab shows MISSING_SOURCE_DATA and does not invent values.

Lever Registry

Cross-module levers with affected row/cell, readiness, evidence, approval, and workpaper links.

ModuleLeverAffected row/cellInput typeBaseline valueStress valueComputation statusEvidence statusApproval statusWorkpaper
Credit RiskCorporate RW shockCredit On Balance sheet!RW/RWA rowsPercentage100%125%CONNECTED_NEEDS_APPROVALNEEDS_RULE_EVIDENCEPendingOpen workpaper
Opens related workpaper
Market / FXUSD depreciation shockFX open position USD rowsPercentage0%15%CONNECTED_NEEDS_APPROVALNEEDS_RULE_EVIDENCEPendingOpen workpaper
Opens related workpaper
ALM / LiquidityWholesale rollover pressureALM maturity gap 1-3 monthsPercentage0%25%IMPACT_NOT_COMPUTEDMISSING_SOURCE_DATABlockedOpen workpaper
Opens related workpaper
LCR / NSFRCurrent account runoff upliftAnnex III / Deposits in Current AccountsFactor20%40%PREVIEW_ONLYNEEDS_RULE_EVIDENCEInternal reviewOpen workpaper
Opens related workpaper
LCR / NSFRHQLA haircut upliftAnnex III / Total Value of HQLAFactor100%85%PREVIEW_ONLYNEEDS_RULE_EVIDENCEInternal reviewOpen workpaper
Opens related workpaper
Operational RiskLoss event upliftOPerational!Q48/Q50AmountNo loss eventInternal loss eventIMPACT_NOT_COMPUTEDUNKNOWN_RULE_REFERENCEBlockedOpen workpaper
Opens related workpaper
IRRBBParallel up shockIRRBB repricing gap matrixBasis points0 bps+200 bpsIMPACT_NOT_COMPUTEDConfiguration requiredBlockedOpen workpaper
Opens related workpaper

Impact Matrix

Scenario impact across modules. Missing source data remains blocked instead of becoming fake output.

ModuleBaseline metricStressed metricDeltaReadinessEvidenceAction
Credit RiskCredit RWASTRESS_ANALYSIS_ONLYDelta RWA pending approvalCONNECTED_NEEDS_APPROVALNEEDS_RULE_EVIDENCEOpen in workpaper
Market / FXNOP ratioSTRESS_ANALYSIS_ONLYDelta NOP pending approvalCONNECTED_NEEDS_APPROVALNEEDS_RULE_EVIDENCEOpen in workpaper
ALM / LiquidityCumulative mismatchIMPACT_NOT_COMPUTEDMissing source dataMISSING_SOURCE_DATAEvidence neededAttach source schedule
LCR / NSFR264.91% cached template LCRAnalysis-only stressed LCRPreview onlyPREVIEW_ONLYNEEDS_RULE_EVIDENCEOpen in workpaper
Capital AdequacyCARIMPACT_NOT_COMPUTEDTotal RWA dependencies incompleteCONFIGURATION_REQUIREDEvidence neededResolve dependencies
Operational RiskOperational RWAIMPACT_NOT_COMPUTEDOfficial formula reference missingUNKNOWN_RULE_REFERENCEBlockedAttach rule evidence
Recovery PlanningAvailable recovery actionsImpact not computedRecovery option impact blocked by missing dataIMPACT_NOT_COMPUTEDInternal analysis onlyOpen recovery

Evidence & Approvals

Assumptions, source readiness, rule evidence, risk ownership, ALCO approval, and maker-checker status.

ControlEvidence / stateStatusOwner
Assumption evidenceScenario assumptions storedINTERNAL_ASSUMPTIONRisk
Source data readinessSynthetic/internal workpaper data onlyMISSING_SOURCE_DATAData Operations
Rule evidenceLCR factors, operational formula, capital dependency evidenceNEEDS_RULE_EVIDENCERegulatory Reporting
Model ownerTreasury RiskAssignedTreasury
Risk approvalInternal analysis approval onlyPendingRisk
ALCO approvalRequired for management actionPendingALCO Secretariat
Maker-checker statusChecker review not completeBlockedFinance Control
Internal analysis approval onlyApproval here does not make stress values official export values.

Official export remains blocked until source lineage, rule evidence, and maker-checker controls pass in the relevant workpaper/reporting flow.

Run History

Audit trail of scenario attempts, evidence state, result state, and audit hash.

Run timeScenarioUserModules affectedEvidence statusResultAudit hash
May 20, 2026 17:05LCR 30-Day Outflow StressTreasury RiskLCR / NSFR, ALM / Liquidity, RecoveryNEEDS_RULE_EVIDENCEPreview onlyaudit-hash-pending
May 20, 2026 16:20Severe Credit + FX ShockRisk AnalyticsCredit Risk, Market / FX, CapitalEvidence neededPartial previewaudit-hash-pending
May 19, 2026 12:10Capital Deduction StressFinance ControlCapital ComponentsNEEDS_TEMPLATE_VERIFICATIONInternal reviewaudit-hash-pending

Recovery Handoff

Potential stress breaches linked to recovery actions, owners, readiness, impact status, and evidence state.

Triggered breach / watchLinked recovery actionOwnerReadinessImpact statusEvidence statusRecovery plan
LCR breach watchAvailable recovery actionsTreasury LiquidityConfiguration requiredIMPACT_NOT_COMPUTEDMissing source dataOpen recovery plan
ALM cumulative mismatch stressLiquidity recovery actionTreasury ALMInternal reviewIMPACT_NOT_COMPUTEDConfiguration requiredOpen recovery plan
Credit RWA stressCapital action reviewFinance ControlEvidence neededIMPACT_NOT_COMPUTEDMissing source dataOpen recovery plan
FX NOP stressTreasury hedge / limit actionTreasury MarketsLimit reviewIMPACT_NOT_COMPUTEDConfiguration requiredOpen recovery plan
Recovery handoff guardrailRecovery actions remain internal until impact, source evidence, and approvals are complete.

Stress handoff does not create an official recovery plan PDF or NBE notification workflow.

Stress Guardrails

Stress output is useful for management review without weakening official export controls.

STRESS_ANALYSIS_ONLYAnalysis overlay onlyStress values do not replace official baseline workpaper values.
IMPACT_NOT_COMPUTEDMissing data remains visibleMissing source data is not replaced by placeholder output.
Export treatmentExcluded from official exportStress scenarios are management analysis and are not official NBE export cells.
Approval scopeInternal analysis approval onlyALCO or risk approval does not make stress values eligible for official export.