Stress testing scenario engine¶

Applies regulator-defined and internal stress scenarios to balance sheet. Computes capital and liquidity impact. Feeds ICAAP and recovery plan.

Module dependencies¶

Module	Title	Required?	Contract	Reason
MOD-032	LCR / NSFR calculator	Required	—	Stress scenarios require current LCR/NSFR as base for liquidity stress projections.
MOD-033	RWA & capital ratio engine	Required	—	Capital ratio engine provides the current RWA and CET1 base for capital stress scenarios.
MOD-042	CDC pipeline — Neon logical replication to S3 Iceberg	Required	—	Balance sheet data from the CDC pipeline is the input for scenario modelling in Snowflake.
MOD-104	AWS shared infrastructure bootstrap	Required	—	MOD-104 provisions the S3 Iceberg bucket (Snowflake external tables), KMS key, and bank-risk-platform EventBridge bus ARN. Required before this module can be deployed.
MOD-102	Snowflake account configuration & governance	Required	—	Snowflake account and governance provisioned by MOD-102 must exist before this module can read or write Snowflake.

Module	Title	As	Contract
MOD-150	Risk management platform	Hard dependency	—
MOD-152	Climate risk assessment	Hard dependency	—
MOD-171	Risk Intelligence Dashboard	Optional enhancement	—

Policy	Title	Mode	How
CLQ-003	Capital Planning & Stress Testing Policy	`CALC`	Stress test outputs documented and auditable — scenario inputs, model version, and results all logged
CLQ-005	Internal Capital Adequacy Assessment Process (ICAAP) Policy	`CALC`	ICAAP stress test section populated from engine output — no manually assembled spreadsheet
GOV-002	Risk Appetite Statement Policy	`CALC`	Stress scenarios include RAF threshold breach — recovery plan triggers identified automatically

(No capabilities mapped)

Part of SD06 — Snowflake Analytics & Risk Platform Compiled 2026-05-22 from source/entities/modules/MOD-034.yaml