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1 Frederick's Place
London
GB

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07956 555116

Contact

Tim Murnaghan
[email protected]

Cubitt

Cubitt is a suite of capital stress test tools which simplifies production of supervisory tests (PRA,EBA,CCAR) and enables better scenario analysis for ICAAP
It comprises a store which aggregates the risk and finance data required by a stress test and a capital analytics layer which automates models

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Stress testing tools

Stress testing is a developing area (Bob’s guide doesn’t even have it properly in its list of categories), and good practice is establishing that you need a good set of data and modelling tools to examine the sensitivites of the key capital ratios to the risk drivers.

Web Delivered Cubitt

Cubitt is built in web technologies and we can offer a hosted option where a bank does not need infrastructure to meet the PRA requirement that: ”all firms are required to demonstrate effective engagement and challenge senior management and boards, with stress testing integrated into the business”.