Consumer stress testing
From markets to modelling, this guide tells you what you need to know about UK consumer stress tests.
About this resource
Stress testing - whether in the form of CST or as part of ICAAP for smaller firms, it is used by the regulators to judge the appropriate level of capital and help understand how lenders would perform under challenging economic conditions.
To help you tackle increased risks in consumer lending, highlighted by the PRA last year, we have created a new guide. In it, we talk you through all key elements of a consumer stress testing programme and offer guidance to overcome these challenges.
- An overview of the stress testing framework in the UK
- How recent changes will impact the consumer credit risk landscape
- Key things you need to assess consumer risk in your organisation