Scenario Runs

Scenario Runs executes a chosen scenario against the current balance sheet and records the stressed outcomes, such as the post-shock LCR, repricing gap, capital impact and any limit breaches. Each run is a dated, auditable result the treasurer reviews to assess resilience and report to the board and regulator. Pivot views compare runs across scenarios and dates.

Workflow

Open Treasury & ALM then Stress Testing then Scenario Runs.
Start a run by selecting a defined scenario and the as-of date.
Execute to apply the shocks to current positions.
Review the stressed ratios, gap and any breaches in the result.
Compare runs in the pivot to track resilience over time.

Fields reference

Every field on this screen, drawn from the live data model.

Field	Type	Required	Description
Pass Threshold `pass_threshold`	Yes/No	—	True if capital_after >= 50% of capital_before
Scenario `scenario_id`	Link → treasury.scenario	Yes	Scenario
Run Date `run_date`	Date	Yes	Run Date
Has Message `has_message`	Yes/No	—	Has Message
Name `name`	Text	—	Name
Capital Before `capital_before`	Money	—	Capital Before
Capital After `capital_after`	Money	—	Capital After
Capital Impact Pct `capital_impact_pct`	Decimal	—	Capital Impact Pct
Lcr Before `lcr_before`	Decimal	—	Lcr Before
Lcr After `lcr_after`	Decimal	—	Lcr After
Nsfr Before `nsfr_before`	Decimal	—	Nsfr Before
Nsfr After `nsfr_after`	Decimal	—	Nsfr After
State `state`	Choice: Draft, Run, Reviewed	—	State
Notes `notes`	Long text	—	Notes
Company `company_id`	Link → res.company	—	Company
Currency `currency_id`	Link → res.currency	—	Currency

Actions & buttons

Buttons available on this screen and what they do:

Run Scenario

Status lifecycle

Records on this screen move through these statuses:

Draft → Run → Reviewed

Notes & rules

A run links a scenario to a balance-sheet snapshot and stores the outcome.
Stressed metrics include post-shock liquidity, gap and capital effects.
Breaches under stress can be escalated through the alarm framework.
Runs are retained as evidence for board and regulatory reporting.

Technical model: treasury.scenario.run · Record: Treasury Scenario Application