Stress Scenario Control Center

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

Open LCR Workpaper Build Scenario

Active scenario

LCR 30-Day Outflow Stress

Internal analysis scenario

Connected modules

Credit, FX, ALM, LCR, capital, operational, recovery

Computed impacts

Partial

Missing source data blocks several modules

Evidence gaps

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 Library Scenario Builder Lever Registry Impact Matrix Evidence & Approvals Run History Recovery Handoff

Focused reviewEvidence & Approvals

This view is surfaced first for screenshot review. It remains part of the same Stress Scenario Control Center.

Evidence & Approvals

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

Control	Evidence / state	Status	Owner
Assumption evidence	Scenario assumptions stored	INTERNAL_ASSUMPTION	Risk
Source data readiness	Synthetic/internal workpaper data only	MISSING_SOURCE_DATA	Data Operations
Rule evidence	LCR factors, operational formula, capital dependency evidence	NEEDS_RULE_EVIDENCE	Regulatory Reporting
Model owner	Treasury Risk	Assigned	Treasury
Risk approval	Internal analysis approval only	Pending	Risk
ALCO approval	Required for management action	Pending	ALCO Secretariat
Maker-checker status	Checker review not complete	Blocked	Finance 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.

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.

Module	Lever	Affected row/cell	Input type	Baseline value	Stress value	Computation status	Evidence status	Approval status	Workpaper
Credit Risk	Corporate RW shock	Credit On Balance sheet!RW/RWA rows	Percentage	100%	125%	CONNECTED_NEEDS_APPROVAL	NEEDS_RULE_EVIDENCE	Pending	Open workpaper Opens related workpaper
Market / FX	USD depreciation shock	FX open position USD rows	Percentage	0%	15%	CONNECTED_NEEDS_APPROVAL	NEEDS_RULE_EVIDENCE	Pending	Open workpaper Opens related workpaper
ALM / Liquidity	Wholesale rollover pressure	ALM maturity gap 1-3 months	Percentage	0%	25%	IMPACT_NOT_COMPUTED	MISSING_SOURCE_DATA	Blocked	Open workpaper Opens related workpaper
LCR / NSFR	Current account runoff uplift	Annex III / Deposits in Current Accounts	Factor	20%	40%	PREVIEW_ONLY	NEEDS_RULE_EVIDENCE	Internal review	Open workpaper Opens related workpaper
LCR / NSFR	HQLA haircut uplift	Annex III / Total Value of HQLA	Factor	100%	85%	PREVIEW_ONLY	NEEDS_RULE_EVIDENCE	Internal review	Open workpaper Opens related workpaper
Operational Risk	Loss event uplift	OPerational!Q48/Q50	Amount	No loss event	Internal loss event	IMPACT_NOT_COMPUTED	UNKNOWN_RULE_REFERENCE	Blocked	Open workpaper Opens related workpaper
IRRBB	Parallel up shock	IRRBB repricing gap matrix	Basis points	0 bps	+200 bps	IMPACT_NOT_COMPUTED	Configuration required	Blocked	Open workpaper Opens related workpaper

Impact Matrix

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

Module	Baseline metric	Stressed metric	Delta	Readiness	Evidence	Action
Credit Risk	Credit RWA	STRESS_ANALYSIS_ONLY	Delta RWA pending approval	CONNECTED_NEEDS_APPROVAL	NEEDS_RULE_EVIDENCE	Open in workpaper
Market / FX	NOP ratio	STRESS_ANALYSIS_ONLY	Delta NOP pending approval	CONNECTED_NEEDS_APPROVAL	NEEDS_RULE_EVIDENCE	Open in workpaper
ALM / Liquidity	Cumulative mismatch	IMPACT_NOT_COMPUTED	Missing source data	MISSING_SOURCE_DATA	Evidence needed	Attach source schedule
LCR / NSFR	264.91% cached template LCR	Analysis-only stressed LCR	Preview only	PREVIEW_ONLY	NEEDS_RULE_EVIDENCE	Open in workpaper
Capital Adequacy	CAR	IMPACT_NOT_COMPUTED	Total RWA dependencies incomplete	CONFIGURATION_REQUIRED	Evidence needed	Resolve dependencies
Operational Risk	Operational RWA	IMPACT_NOT_COMPUTED	Official formula reference missing	UNKNOWN_RULE_REFERENCE	Blocked	Attach rule evidence
Recovery Planning	Available recovery actions	Impact not computed	Recovery option impact blocked by missing data	IMPACT_NOT_COMPUTED	Internal analysis only	Open recovery

Run History

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

Run time	Scenario	User	Modules affected	Evidence status	Result	Audit hash
May 20, 2026 17:05	LCR 30-Day Outflow Stress	Treasury Risk	LCR / NSFR, ALM / Liquidity, Recovery	NEEDS_RULE_EVIDENCE	Preview only	audit-hash-pending
May 20, 2026 16:20	Severe Credit + FX Shock	Risk Analytics	Credit Risk, Market / FX, Capital	Evidence needed	Partial preview	audit-hash-pending
May 19, 2026 12:10	Capital Deduction Stress	Finance Control	Capital Components	NEEDS_TEMPLATE_VERIFICATION	Internal review	audit-hash-pending

Recovery Handoff

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

Triggered breach / watch	Linked recovery action	Owner	Readiness	Impact status	Evidence status	Recovery plan
LCR breach watch	Available recovery actions	Treasury Liquidity	Configuration required	IMPACT_NOT_COMPUTED	Missing source data	Open recovery plan
ALM cumulative mismatch stress	Liquidity recovery action	Treasury ALM	Internal review	IMPACT_NOT_COMPUTED	Configuration required	Open recovery plan
Credit RWA stress	Capital action review	Finance Control	Evidence needed	IMPACT_NOT_COMPUTED	Missing source data	Open recovery plan
FX NOP stress	Treasury hedge / limit action	Treasury Markets	Limit review	IMPACT_NOT_COMPUTED	Configuration required	Open 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.