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Stress Testing & Scenario Analysis
 

Criat offers bespoke toolkits for automated stress testing & scenario analysis, namely BuDA (Bottom-up Default Analysis) and TdDA (Top-down Default Analysis), making both bottom-up and top-down approach available.
 

Advanced econometrics and modern machine learning

They bring forecast accuracy and interpretation to the next level.

Fit-for-purpose modelling

Clients can select the best approach that stays true to the narrative of their analysis.

Entity-level analysis

Easy to aggregate to the portfolio-level

Multiperiod analysis

Competent for both single-year and multi-year

Novel default correlation model

Using modern ML techniques

Accelerated Monte-Carlo Simulation

Capable for tail risk assessment

International Monetary Fund
Financial Sector Assessment Program (FSAP)

has been using BuDA since 2016.

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