Stress testing
Beyond canned, single-factor scenarios: reverse stress, correlated multi-factor shocks where economic variables drive market moves and market moves feed back into the economy, and a stress library examiners increasingly ask for by name.
Every figure shown is illustrative and represents a hypothetical bank — not any actual institution.
Solve for the scenario that produces a defined adverse outcome — surfacing vulnerabilities that scenario-driven stress can miss.
Multiple correlated shocks at once — economic variables driving market moves, and market moves feeding back into the economy — with institution-defined correlations and dependencies.
Crypto price, stablecoin-depeg, collateral-haircut, and funding-cascade shocks as a first-class factor category, with rate-equivalent calibration.
A dollar liquidity move — deposit run, contingent draws, and wholesale-funding rollover — sized in dollars and translated to LCR, NSFR, and survival horizon.
Physical and transition climate scenarios (NGFS, Fed climate analysis) plus operational shocks — cyber, vendor failure — in the same enterprise stress space.
Eight historical replays (1994 rate shock, 1998 LTCM, 2008 GFC, 2020 COVID, 2022 hikes, and more) plus CCAR Severely Adverse, Adverse, and Baseline.
Scenario generation
Deterministic, macro-linked, stochastic, and user-defined scenarios from one generator — where economic variables drive market shocks and market shocks feed back into the economy. Every scenario flows to NII, EVE, liquidity, capital, and FTP in the same run.
12 standard rate shocks — parallel, steepener, flattener, and short-rate moves spanning −300 to +300 bps — plus deterministic digital-asset shocks (crypto price, stablecoin depeg, collateral haircut), generated every run.
GDP, unemployment, HPI, and CRE paths drive the market factors — and market dislocations feed back into the macro path.
Distributional simulation across thousands of paths — percentile bands and tail metrics, not just point estimates.
Board and ad-hoc scenarios on demand — a generator slot is always reserved, with no code change required.
Calibrated from real episodes — 1994, 1998 LTCM, 2008 GFC, 2020 COVID, 2022 hikes — applied to today’s balance sheet.
Solve for the scenario that produces a defined adverse outcome, then inspect the exact path that gets there.
Worked example · reverse stress testing
Reverse stress testing runs the engine backward: you define the failure, and Bulls-Eye solves for the mildest scenario that gets you there — across rate, market, and digital-asset factors at once.
You define the failure
CET1 falls below 7.0%
Regulatory minimum + conservation buffer
Any platform metric — capital, liquidity, earnings — can define the adverse outcome to solve backward from.
Bulls-Eye solves the scenario
Where it breaks
CET1 · +300
At the threshold — 0 bp of headroom
Binding driver
AOCI marks on AFS securities + funding migration
Ready to see it live?
A guided demonstration using your institution's publicly available financial data — your own NII, EVE, FTP, and capital metrics, across all 12 scenarios.
Live walkthrough of the Phase 1 screens — institution selector, scenario toggle, assumption overrides in real time.
Architecture review for risk, technology, and model-risk leadership — SR 26-2 governance and integration design.
Capital, liquidity, and reporting capability review for chief risk officers and regulatory-affairs teams.
About us
Bulls-Eye Solutions builds the enterprise financial engine for modern institutions — one platform that unifies risk, capital, liquidity, funds transfer pricing, attribution, and optimization on a single canonical state. Founded by veterans of top-tier bank treasury and risk management, we pair production-grade software with decades of hands-on enterprise experience, delivered as Risk-as-a-Service.