A.6 Analysis, Reporting, and Execution

  1. How do I run a stress test in STSA?
    To run a stress test:
    1. Create a project by selecting relevant Analysis Configuration and Scenarios.
    2. Review for any validation alerts present in Project Canvas.
    3. Continue with creation of project pipeline if there are no validation alerts.
    4. Review the pipeline and send the project for review and approval.
    5. After the project is approved, open the project in view mode and add relevant run parameters.
    6. Click Run Project for execution.

      The Execution status is displayed under Latest Execution section in the Execution & Results tab of project.

    7. From the Action menu against project name in Latest Execution section of Execution & Results tab, click View Results to view the reports.
  2. What is a composite pipeline, and how does it work?

    A composite pipeline is a structured workflow in STSA that sequences multiple processes, runs, and models for a stress test. It ensures that different risk factors, models, and scenarios are executed in a logical order to get a comprehensive stress test result.

  3. How do I sequence runs in an analysis?
    To sequence runs in an analysis:
    1. Go to the Analysis Configuration module and create a new or edit an existing analysis configuration.
    2. Select required portfolios and metrics.

      Note:

      Based on selected metrics, corresponding models and process will be auto selected.
    3. Add additional models, if required in model step.
    4. Navigate to the Process screen, where the composite pipeline will be automatically created or modified.
    5. To rearrange the sequence, click the View option from the Action Menu next to the selected Composite Pipeline.
    6. Open the drawer, click Manual Sequence to adjust the process order manually, and then click Save.
    7. Alternatively, the user can click the Edit Canvas option from the Action Menu next to the Composite Pipeline and rearrange the order directly in the canvas.
  4. What types of reports are available in STSA?
    STSA provides various pre-configured reports, including:
    • Trend & Composition Reports
    • Variance from Base Reference Date
    • Variance Between Scenarios
    • Variance Between Two Dates for a Given Scenario
  5. How do I view and interpret reports?
    To view and interpret reports:
    1. Open the required project in View mode.
    2. Navigate to Latest Execution under Execution & Results tab.
    3. Click View Results from the Action Menu.

      You will be redirected to the Trends & Composition Reports screen for the selected project execution.

    4. Apply relevant filters for period, portfolios, and scenarios as needed.

      The results will be displayed in a graphical format.

    5. Use the drill-down feature to analyze specific metrics and navigate to different reports.
  6. Can I export reports for external review?

    Yes, STSA allows you to export reports in various formats such as Excel, PDF, and CSV for sharing with regulators or internal stakeholders.

  7. How do I configure custom reports?
    To configure custom reports:

    Note:

    The user must have the necessary privileges to create a workbook.
    1. On the Home page, click Create, then select Workbook.
    2. In the Add Data dialog box that opens, select a dataset and click Add to Workbook.
    3. In the Data Panel, locate the required data columns and drag them onto the Visualize canvas to start building visualizations.
    4. Click Save.

    Note:

    For more details, refer to the following link:Create a Workbook and Add Visualizations
  8. How do I track the execution history of a test?
    1. Navigate to the Execution & Results tab within the project.
    2. In the Execution History section, select the required execution details.
  9. What happens if a test fails to execute?
    If a test fails:
    • You can view the execution status in the Execution & Results tab of the project.
    • Under the Latest Execution section, the execution status for each scenario is displayed.
    • Ensure that all the necessary permissions are granted.
    • Click View Execution from the Action Menu next to the failed task to open the monitor and check where the execution failed.
    • Analyze the failure details, review logs, fix the issue, and Run Project again.