Active Scenarios
47
Running stress tests
Pass Rate
94.7%
Scenarios passing
Overall Risk Score
72.4/100
Moderate risk
Models Running
12
Active risk models
Monte Carlo Runs
248,912
Simulations (24h)
Basel IV Capital
14.2%
CET1 ratio
Portfolio VaR
$84.2M
99% confidence (1d)
Climate Score
B+
TCFD aligned
Stress Test Scenarios LIVE RUNS MONTE CARLO
| Scenario ID | Name | Framework | Severity | GDP Shock | Rate Shock | FX Shock | Credit Default | Capital Impact | Pass/Fail | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| SCN-2401 | Baseline 2025 | Basel IV | LOW | -0.5% | +50bps | ±5% | 0.8% | -$8.2M | PASS | Running |
| SCN-2402 | Moderate Downturn | DFAST | MODERATE | -2.5% | +200bps | ±15% | 2.4% | -$24.8M | PASS | Running |
| SCN-2403 | Severe Recession | CCAR | SEVERE | -4.2% | +350bps | ±25% | 5.8% | -$58.4M | PASS | Running |
| SCN-2404 | Global Financial Crisis | CCAR | EXTREME | -8.4% | +500bps | ±40% | 12.4% | -$124M | BORDERLINE | Running |
| SCN-2405 | Climate Transition Risk | TCFD | MODERATE | -1.8% | +100bps | ±12% | 3.2% | -$32.8M | PASS | Running |
| SCN-2406 | Climate Physical Risk | TCFD | SEVERE | -3.1% | +150bps | ±20% | 4.8% | -$48.2M | PASS | Running |
| SCN-2407 | ICAAP Internal Capital | ICAAP | LOW | -1.0% | +75bps | ±8% | 1.5% | -$14.2M | PASS | Running |
| SCN-2408 | Hyperinflation Shock | Basel IV | EXTREME | -5.8% | +800bps | ±55% | 8.4% | -$84.2M | FAIL | Running |
Monte Carlo Engine RUNNING
| Model | Simulations | Confidence | VaR (1d) | CVaR (1d) | Status |
|---|---|---|---|---|---|
| Market Risk | 100,000 | 99% | $42.1M | $58.4M | Running |
| Credit Risk | 50,000 | 99% | $18.4M | $28.2M | Running |
| Liquidity Risk | 25,000 | 99% | $8.4M | $14.2M | Running |
| FX Risk | 75,000 | 99% | $12.8M | $18.4M | Running |
| Climate Risk | 10,000 | 95% | $24.2M | $38.4M | Running |
| Integrated | 248,912 | 99% | $84.2M | $124M | Running |
Capital Adequacy BASEL IV
| Ratio | Actual | Min Required | Buffer | Status |
|---|---|---|---|---|
| CET1 Ratio | 14.2% | 7.0% | +7.2% | Strong |
| Tier 1 Ratio | 16.8% | 8.5% | +8.3% | Strong |
| Total Capital | 18.4% | 10.5% | +7.9% | Strong |
| Leverage Ratio | 8.2% | 3.0% | +5.2% | Strong |
| LCR | 142% | 100% | +42% | Adequate |
| NSFR | 118% | 100% | +18% | Adequate |
Cross-Module Integration Matrix WORLD EXPERT
Treasury
CONNECTED
Compliance
CONNECTED
Sentinel
CONNECTED
Benjii AI
CONNECTED
LICK
CONNECTED
KoreOracle
CONNECTED
Overdraft
CONNECTED
Settlement
CONNECTED
SuperAdmin
CONNECTED
KoreRouter
CONNECTED
Bank Rails
CONNECTED
Command
CONNECTED
QUANTUM STRESS ENGINE QUANTUM
Monte Carlo Engine248,912 sims/24h
Model Accuracy99.4% backtested
Scenario Library47 active / 284 total
Climate ModelsNGFS Phase IV — 6 pathways
Risk FrameworksBasel IV + DFAST + CCAR + ICAAP + TCFD
GPU AccelerationNVIDIA A100 × 4 — Active
Quantum SamplingQRNG 256-bit entropy
StatusALL MODELS RUNNING — 2026-05-07 05:01 UTC
CLIMATE RISK METRICS TCFD
TCFD AlignmentFull disclosure — B+ rating
Carbon Exposure$284M high-carbon assets
Transition Risk$124M potential stranded
Physical Risk$48.2M flood/drought exposure
Green Portfolio %38.4% ESG compliant
Net Zero Target2040 commitment — on track
Carbon Offset12,847 tCO2e purchased (YTD)
Climate ScoreB+ — IMPROVING
MILITARY-GRADE SECURITY MIL-SPEC
ClassificationNATO STANAG 4774 Compliant
Model Data EncryptionAES-256-GCM at rest
Scenario IntegritySHA3-512 signed
Access ControlRBAC + MFA enforced
Regulatory ReportsSARB + ECB + FCA signed
Security RatingAAA+ SOVEREIGN APEX
STRESS TEST ORCHESTRATION PIPELINE SOVEREIGN
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