Sageworks Stress Testing

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Sageworks Stress Testing allows banks and credit unions to stress the portfolio, concentrations and specific borrower relationships to identify risk. Institutions can create custom concentrations and apply multi-variable stress scenarios using key factors like interest rate, cash flow and collateral value. Sageworks Stress Testing also provides documentation, bridges loan data in the core and financial data in Sageworks Credit Analysis, and links to FDIC call report data to show effects on capital and earnings.

Key Features

Use Sageworks Stress Testing for:

  • Institution-level stress tests
  • Concentration stress tests
  • Individual loan stress tests

Satisfy examiners with a top down or bottom up portfolio stress test. Identify potential trouble spots in the portfolio for risk management. Make more informed capital planning and lending strategy decisions based on stress results. Create reports to effectively communicate risk levels to management, the board, and examiners.

Key Benefits

  • Plan for future capital needs to cover portfolio risk
  • Perform individual loan, concentration and institution stress tests
  • Perform stress tests on both the current loan portfolio and historical loans integrated from the institution’s core system
  • Set up a number of what-if scenarios, with changeable parameters such as interest rates, cap rates, vacancy rates, NOI and other parameters that affect cash flow and collateral value
  • Access FRED and FDIC call report data through Sageworks to simplify loss-rate adjustments and documentation Select portfolio concentrations using up to 70 different filters
  • Perform bottom-up stress tests to gauge stress scenario impact on financials and the portfolio Perform institution-level tests by historical loss, peer group or concentration stress test results
  • Flexibly segment by federal call code, collateral code, loan type code or product code
  • Quickly generate comprehensive reporting, which can show the average DSCR, average LTV and the migration analysis of credit quality under stressed scenarios
  • Export stress tests and results to Microsoft Excel or Word for easy editing and integration into other standard reports
  • Connect with Sageworks Credit Analysis for up-to-date financial data and reduced manual data management Import tax return data for additional time savings
  • Stress mild, moderate and adverse scenarios simultaneously and save scenarios for consistent methodologies
  • Record comments on each stress test for clarification of results and factors Assign loans to risk pools based on LTV, DSCR, recourse method and segmentation to identify high-risk loan pools and potential impairment risk
  • Save concentrations for later use to enable easy, consistent testing


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