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07956 555116


Tim Murnaghan
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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”.

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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.


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