TSG Risk: Stress Testing AI : An Overview
Offering transparent explanations for market movements
Interactive tools to isolate and exclude anomalies for refined analysis
Enhances decision-making with data-driven stress test assumptions for volatile assets
Ensuring accuracy, completeness, and compliance without complex and expensive data pipelines
TSG Risk: Stress Testing AI
Data-Driven Decision Making
Offers robust stress test assumptions for ILAAP compliance
Transparent Market Insights
Provides event-driven explanations to clarify price movements
Why?
Efficiency Gains
Automates complex data handling and analysis tasks, reducing manual workload
Scalable & Compliant
Handles high-volume data and ensures compliance across environments
Data Collection & Cleaning
Retrieves and cleans historical price data via APIs
Outlier Detection & Trend Analysis
Identifies price spikes using statistical/ML methods and establishes normalized trends
KEY
FEATURES
Event Correlation
Uses NLP to link price spikes with real-world events (e.g., regulatory changes)
Automated Reporting & Dashboard
Generates reports and provides an interactive dashboard (Power BI/Tableau) for visualization.
How?
Pilot
Deep-dive functional & tech analysis
End-end Workflow Analysis
Pain Points & Solution Definition
Ring-fenced pilot
Analyse & Define
123 Prioritisation
KPIs Definition
Budget & RoI Definition
RACI Definition
Accelerate
Solution Definition
Customise, Deploy & Test
TSG Risk: Stress Testing AI
Integrate & Sign-off
Learn, Iterate & Accelerate
2-4 weeks
1-2 weeks
Iterate