Stress Test Scenario Construction

Purpose

Stress Test Scenario Construction supports the construction of stress test scenarios by linking modeled risk factors to real historical stress events, estimating severity distribution parameters, building scenario narratives, and evaluating credibility and relevance to the current environment.

Primary users

The primary user is not specified. The agent is associated with the AQS team or business unit, and its intended users should be confirmed by the owner or documentation.

Where it fits (process/stage/trigger)

This agent fits into stress scenario construction activities where modeled risk factors need to be connected to historical stress events and assessed for relevance to current market or business conditions.

Key capabilities / workflow

The workflow links modeled risk factors to historical stress events, checks whether the identified events are relevant, estimates severity distribution parameters, builds scenario narratives, and evaluates whether the scenario is credible and relevant to the current environment.

Inputs

Inputs are not specified. The use case explicitly references modeled risk factors, while datasets, source documents, credentials, and other required inputs are not specified.

Outputs / Deliverables

Outputs are not specified. Based on the provided use case, deliverables include severity distribution parameters, scenario narratives, and an evaluation of credibility and relevance to the current environment.

Value

The agent helps structure stress test scenario construction by grounding scenarios in historical stress events, supporting severity estimation, and improving the assessment of whether scenarios remain credible and relevant under current conditions.