9.3.3.2 Defining a Stress Run on BAU Run

For a BAU Run, replacement or insertion of a set of BAU assumptions with another set of stress assumptions constitutes a scenario for stress testing within LRM. Stress business assumptions are similar to BAU assumptions, but with adverse or stressed values. On execution of the stress Run, the stress assumptions are applied to BAU cash flows to assess the impact of the stress scenario on the liquidity metrics.

Note:

For more details on the step-by-step creation of a stress Run refer Stress Testing chapter in Advanced Analytical Applications Infrastructure module in OFSAAI user guide in OHC Documentation Library.