Monthly brief ready. 3 scenarios: rate-shock 200bp has the largest impact (retail mortgage €890M). Manufacturing crisis: 12 customers already below watch.
AGENT · STRESS TEST BRIEF
Credit portfolio stress tests reach the risk committee every month.
Stress Test Brief produces a monthly summary of stress tests on the bank's credit portfolio against declared macroeconomic scenarios — recession, rate shock, sector crisis. It identifies the most sensitive exposures and proposes mitigation actions. Integration with the bank's risk management system is delivered during the project.
Stress Test Brief at work.
Aligned with the Wednesday risk committee. The manufacturing mitigation actions go on the agenda.
Committee decisions recorded at the meeting. Central bank audit queryable with a standard SQL client.
Why it exists.
Credit portfolio stress testing is a core risk management tool for banks. Prudential supervisors — national central banks, EBA, and the ECB for SSM-supervised institutions — require periodic tests against predefined macroeconomic scenarios. Manual preparation of the monthly brief — reading the updated portfolio, running the stress models, composing the document for the risk committee — is time-consuming and leaves little room for analysis.
How it produces the brief.
The agent activates monthly. It reads the updated credit portfolio, applies the customer's stress models against the configured scenarios, produces the brief with the exposures most sensitive to each scenario, the contribution by customer cluster, and proposed mitigation actions. The brief reaches the risk committee with the same structure every month, comparable across periods.
The decision stays with the risk committee.
The risk committee evaluates. The agent prepares the structured summary; analysis and mitigation decisions stay with the chief risk officer and the committee. Validation of the brief as an official document remains with the CRO following the bank's internal procedures. The audit registry traces every monthly run for central bank and EBA inspection.
Who it serves and where it applies.
Chief risk officer and risk committee
Receive the monthly brief ready at the configured time. Recover the time spent on manual consolidation and focus on exposure analysis and mitigation decisions. Monthly consistency makes periods comparable, without depending on team availability for the consolidation phase.
Proposal no. 2024-081 In review
Missing disclosure
MiFID II art. · regulated financial instrument
Alt. 1 …in compliance with MiFID II and applicable supervisory provisions.
Alt. 2 …with full disclosure attached to the offer document.
Audit trace recorded · 14:31
Bank's risk team
Has a structured base for their analytical work. Exposures by customer cluster and by scenario are already extracted and compared against the prior month. The team's time goes on analysis and scenario evolution, not on mechanical extraction.
Customer Acme Capital S.p.A.
World-Check no match
Dow Jones no match
ComplyAdvantage no match
EU · UN · OFAC no match
Screening complete · audit recorded
Compliance officer for central bank / EBA reporting
Has the periodic stress test documentation in the audit registry, queryable for regulatory audit. The trace of every monthly run — scenario applied, exposures extracted, brief produced — remains queryable with a standard SQL client.
fnol.receive 09:14:22 ALLOW
triage.classify 09:14:25 ALLOW
idd.check 09:14:31 WARN
liquidation.propose 09:15:02 ALLOW
SELECT * FROM audit_log WHERE claim_id = '2024-0847'
A concrete example.
On the first Monday of the month, the agent starts.
For a bank subject to the Supervisory Review and Evaluation Process, on the first Monday of each month the agent produces the stress test brief across three scenarios: moderate recession, 200 basis point rate shock, manufacturing sector crisis. The agent reads the credit portfolio updated to the previous month and applies the three stress models configured with the risk team.
For each scenario, the most sensitive exposures.
Under the "rate shock" scenario, the most significant impact is on the retail mortgage book — variable-rate exposures exceeding the configured sensitivity threshold total 1,240 files for €890 million. Under the "manufacturing sector crisis" scenario, the greatest impact is on the corporate portfolio in that sector — 47 customers for €340 million of exposure, of which 12 already hold ratings below the watch threshold.
Wednesday: the committee decides on mitigations.
The brief reaches the chief risk officer's channel by Monday morning — scenario-by-scenario detail, month-on-month comparison, proposed mitigation actions for each critical cluster. The risk committee meets on Wednesday with the brief already available. Mitigation decisions are recorded in the runtime audit registry for central bank inspection.
Configuration and technical resources.
The rules are declarative. The bank's risk team and chief risk officer define, in a readable format, the macroeconomic scenarios, the stress models per exposure category, the alert thresholds per cluster. The rules live in the customer's repository, versioned, validated at agent startup. When the prudential supervisor updates the reference scenarios, the risk team updates the rules in the repository; the agent applies the updated scenarios from the following month.
- Language
- TypeScript (Node.js)
- LLM model
- customer's choice: Anthropic, OpenAI, Mistral, open source models hosted internally, AWS Bedrock for a private model
- Built-in controls used
- pii-detector, credential-detector
- Native delivery channels
- Slack, Telegram, HTTP OpenAI-compatible
- Bank management system and risk model system integration
- dedicated adapter built during delivery
- Scheduling
- configurable per instance (typically the first Monday of the month)
- Memory
- persistent per instance
- Registry
- append-only, central bank and EBA audit queryable with a standard SQL client
Frequently asked questions about the agent.
No. The macroeconomic scenarios are declarative and defined by the bank's risk team. When the prudential supervisor updates the reference scenarios, the risk team updates the rules in the repository. The agent applies the updated scenarios from the following month.
The brief produced by the agent is a supporting document for the risk committee. Validation and sign-off of the brief as an official document remain with the chief risk officer, following the bank's internal procedures. The audit registry traces the brief's production and any subsequent edits made before validation.
The typical pattern is 14-20 weeks. Discovery 2-3 weeks, scenario and stress model configuration with the risk team 5-7 weeks, bank management system and risk model system integration 5-7 weeks, hand-off to the chief risk officer. The effective duration is defined in discovery on the real case.
From a 30-minute conversation to the squad in production.
A 30-45 minute conversation to understand how Stress Test Brief would configure to the bank's case. Which scenarios are in scope, which risk model system, which risk committee cadence.