Scenarios

Scenarios defines reusable stress assumptions such as deposit-run rates, interest-rate shocks, FX moves and asset haircuts, each grouped into a named scenario. These definitions describe how shocks are applied to positions and liquidity when a run is executed. Maintaining a library of scenarios lets the SACCO test mild, moderate and severe conditions consistently.

Workflow

Open Treasury & ALM then Stress Testing then Scenarios.
Create a scenario and name the stress it represents.
Set the shock parameters such as deposit outflow, rate move and haircuts.
Save the scenario so it is available to execute as a run.
Maintain a graded set spanning mild to severe stress.

Fields reference

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

Field	Type	Required	Description
Rate Shock (bps) `rate_shock_bps`	Number	—	+100 = +1% across the curve; -100 = -1%
Contagion Factor `contagion_factor`	Decimal	—	Multiplier applied to inter-bank exposure losses
Name `name`	Text	Yes	Name
Code `code`	Text	Yes	Code
Sequence `sequence`	Number	—	Sequence
Active `active`	Yes/No	—	Active
Description `description`	Long text	—	Description
Deposit Run-off (%) `deposit_runoff_pct`	Decimal	—	Deposit Run-off (%)
Base FX Devaluation (%) `fx_devaluation_pct`	Decimal	—	Base FX Devaluation (%)
NPL Uplift (%) `npl_uplift_pct`	Decimal	—	NPL Uplift (%)
Company `company_id`	Link → res.company	—	Company

Notes & rules

A scenario is a parameter set, not a result; results come from runs.
Shocks can cover liquidity, interest-rate and FX dimensions together.
Severity grading supports a structured stress-testing programme.
Scenarios are reused across multiple reporting dates for comparability.

Technical model: treasury.scenario · Record: Treasury Macro Stress Scenario