VOR No-Stress
Stress Testing
(NSST)
Know, Better.
VOR No-Stress Stress Testing (NSST) supports all types of stress testing—credit, market, and liquidity risk—allowing you to deploy your own models or use out-of-the-box methodologies. Be in the know, with VOR NSST.
Inform Your Decision Making
Source or build stress scenarios within the application. Forecast metrics for loss, exposure, risk, and capital requirements. Generate reports for management and external parties.
See how the scenarios affect your most critical metrics such as current expected credit loss, potential future exposure, and value-at-risk. Drill down to distinguish between the likelihood and severity of adverse events. Employ your own functions and models or use ours to explore the impact on your balance sheet.
Visualize Results
Communicate the results to management and other parties in a direct and timely manager through intuitive graphics and grids. Fulfill your disclosure requirements with the provided templates.
Benefits
Right Sized for Your Needs
Not too big, not too small: FRG’s modular approach allows you to license as much or as little help as you need.
A Big Picture View
Expand beyond the narrow focus offered by other solutions.
An Agile Approach
VOR NSST is scalable, so it will continue to meet your business needs perfectly.
Improve Your Focus
Our team provides expertise, training, and resources, letting your team focus on your core business while integrating a full-scale testing practice.
Build. Run. Illuminate
VOR NSST is part of the VOR Risk Intelligence Suite. Contact us to learn more about how this suite of innovative modules can help guide your decision-making regarding risk management, efficient trading, and operational scale.