Credit Portfolio Stress Test

Create a configuration

The form is generated from credit-portfolio-stress/modelops.json. Saving never overwrites prior revisions.

Configuration identity

A readable name and a revision change summary.

Configuration name

Change summary

6 controls generated from manifest metadata.

Total exposure at default *

Total exposure at default · CAD

CAD

totalExposuredecimalmin 1000000max 1000000000000

Base probability of default *

Base probability of default · ratio

ratio

probabilityDefaultdecimalmin 0max 1

Loss given default *

Loss given default · ratio

ratio

lossGivenDefaultdecimalmin 0max 1

Stress multiplier *

Stress multiplier · multiple

multiple

stressMultiplierdecimalmin 0.1max 10

Forecast years *

Forecast years · years

years

yearsintegermin 1max 10

Macroeconomic scenario *

Macroeconomic scenario

scenariochoice

Uploads are size-limited, extension-validated and stored outside the web root.

Portfolio segments

Portfolio segments · .csv

portfolio.csv seeded sample