CCAR 2024 in PolyPaths

PolyPaths offers a detailed stress testing FAQ along that walks through a step-by-step example of building the Comprehensive Capital Analysis and Review (CCAR) scenarios in PolyPaths. The document starts with the manual version for illustration of what each step is doing, but then moves into how to automate the entire process including bulk import of the scenario definitions and export of the results. Sample reference files for the 2024: baseline, severely adverse, exploratory A, and exploratory B scenarios are also available with the scenarios in both CSV and SCN format. Please reach out to us at to receive these files.