Bank of England stress test incorporated into elanev ERC model.

The Bank of England published its 2018 Stress Test Scenario on Friday. elanev will be incorporating this into our Extended Recovery Curve model. The elanev ERC model is designed to help businesses understand the long-term value of their debt portfolio.

If you would like a demo of our US ERC model featuring the Fed’s CCAR adverse and severe stress test scenarios then contact us here.

For more details on the BoEs 2018 stress test go to https://b-o-e.uk/2FPDZ0F.