INTEGRATED STRESS TESTING FRAMEWORK SYSTEM AND METHOD

摘要

Embodiments of the present invention may include an input interface, configured to receive a representation of a series of time horizons, the series of time horizons having at least two consecutive future time periods; a stress test scenario store, configured to receive an input representing stress test scenarios that have a stress test scenario frequency; a simulation scenarios generator, configured to generate a set of representations of random simulation scenarios, the random simulation scenarios having a simulation scenario frequency; a frequency adjuster engine, configured to synchronize the stress test scenario frequency and the simulation scenario frequency; a decision structure generator, configured to generate a decision data structure for the at least two consecutive future time periods, among other features.

主权项

1. A computer-program product tangibly embodied in a non-transitory machine-readable storage medium, including instructions configured to cause a data processing apparatus to:
receive a representation of a series of time horizons, the series of time horizons having at least two consecutive future time periods; receive an input representing stress test scenarios that have a stress test scenario frequency; generate a set of representations of random simulation scenarios, the random simulation scenarios having a simulation scenario frequency; synchronize the stress test scenario frequency and the simulation scenario frequency; generate a decision data structure for the at least two consecutive future time periods, wherein for a future time period of the at least two consecutive future time periods the decision data structure includes a stress test scenario from the stress test scenarios and a probability of the stress test scenario occurring, and wherein the stress test scenario and the probability of the stress test scenario occurring are based at least in part on the decision data structure for a time period previous to the future time period and the random simulation scenarios; and analyze entity data of an entity based on the decision data structure.