1. User Guide
  2. Run Management
  3. Defining a run
  4. Defining a Stress Run

9.3.3 Defining a Stress Run

A stress Run is created in the Stress Definition window of the Stress Testing module of Oracle Financial Services Advanced Analytical Applications Infrastructure (OFSAAAI). A business-as-usual Run or Contractual Run is selected as the baseline Run and one or multiple BAU assumptions which are part of the selected baseline Run can be replaced or inserted by stress business assumptions to create a stress Run.

Each stress definition created in the Stress Testing module of OFSAAAI appears as a line item in the Run Management Summary window with the Run type as Stress. You can view, approve and execute a stress Run from the Run Management screen of the LRM application.

There are two ways of defining a Stress Run:

  • Contractual Run: When the purpose is selected as Intra-Day Metrics Calculation.
  • BAU Run: For all the purposes other than Intra-Day Metrics Calculation which is Basel III Liquidity Ratios Calculation, FR 2052 a Report Generation, FR 2052 b Report Generation and U.S Fed Liquidity Ratio Calculation, EBA Delegated Act Liquidity Ratio Calculation, RBI Basel III Liquidity Ratio Calculation, BOT Liquidity Ratio Calculation.