Financial Stress Testing & Scenario Analysis Dashboard

This project is a synthetic multi-scenario stress testing and forecasting dashboard built in Python and Streamlit.

It demonstrates how to:

• Generate synthetic multi-year financial data for several support functions (technology, real estate, finance, HR, legal).
• Project Base Case, Moderate Stress, and Severe Stress scenarios over a configurable multi-quarter horizon.
• Calculate key risk and performance metrics such as capital ratio, efficiency ratio, cumulative stressed losses, and Risk Appetite breaches.
• Produce visual dashboards and autogenerated PowerPoint / PDF summaries for management-style reporting.

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🔍 Key Features

• Synthetic financial data generator

  • Quarterly headcount, compensation and non-comp expenses
  • Internal recoveries / allocated revenue
  • Simple capital and RWA proxy

• Scenario engine

  • User-defined annual shocks to revenue and expenses
  • Base / Moderate / Severe stress, each projected over 4–12 quarters
  • Capital evolution with losses and a configurable capital floor

• Risk Appetite & KPIs

  • Capital ratio vs. minimum threshold
  • Efficiency ratio (expense / revenue) vs. maximum threshold
  • Cumulative losses and number of breaches across the horizon

• Reporting & Automation

  • Interactive Streamlit dashboard with charts and tables
  • One-click PowerPoint and PDF summary exports
  • Separate Model Documentation tab with methodology, controls, and limitations

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🧱 Tech Stack

• Python
• Streamlit
• Pandas / NumPy
• Plotly
• python-pptx (PowerPoint export)
• reportlab (PDF export)

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▶️ Running Locally

1. Clone the repository:

   git clone https://github.com/<your-username>/ccar-stress-testing.git
   cd ccar-stress-testing
   

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👤 Author

Nitin Madagi | GitHub | Portfolio

📄 License

This project is licensed under the MIT License.