OMB Individually Reported
Supervisory Stress Testing
High riskExact public inventory row
Description
Forecasts loan performance (repayment, defaults) to support stress testing and risk analysis
Detailed example
Analyzes credit union data to predict cash flows under economic stress scenarios
AI / analytics pattern
Classical/Predictive Machine Learning: Models trained on data to make predictions or classifications based on identified patterns or relationships.
Automation level / stage
c) Deployed – The use case is being actively authorized or utilized to support the functions or mission of an agency.
Expected benefit
Estimate loan default probability for Supervisory Stress Testing.
Controls / human review
ATO: No; PIA: Not published
Data needed
Vendor sourced. Use some NCUA credit union and Call Report Data.