---
title: "Stress Test Engine"
method: POST
path: "/v1/tools/compute_stress_test_scenarios"
tags: ["TODO_TAGS_REVIEW"]
---

# Stress Test Engine

`POST /v1/tools/compute_stress_test_scenarios`

## Request

- Base URL: `https://ainumbers.co`
- URL: `https://ainumbers.co/v1/tools/compute_stress_test_scenarios`
- Auth: none declared

Multi-scenario stress testing across 6 historical crisis scenarios (GFC 2008, COVID Mar 2020, Dot-com Bust, Lehman Week, Rate Shock 2022, SVB Contagion 2023) with Monte Carlo per scenario. Equity/credit/rate factor decomposition, stressed VaR and ES, stress multiplier, recovery-day estimate. Chains from QFA-02 (VaR Engine). Feeds RCA-01 (FRTB IMA). Basel 3.1 Pillar 2 ICAAP / EBA GL/2018/04 / FRTB MAR30 stress calibration reference.

**Tool URL:** https://ainumbers.co/chaingraph/qfa-03-stress-test-engine.html
**AP2/Policy Mandate export:** yes

## Request body

- object
  - `confidence_level` unknown, required
  - `credit_sensitivity` unknown, required
  - `equity_beta` unknown, required
  - `mc_paths` number, required
  - `portfolio_vol` unknown, required
  - `preset` unknown, required
  - `rate_duration_yrs` unknown, required
  - `seed` unknown, required

## Response `200`

Successful tool execution result

- object
  - `compliance_flags` string[]
  - `max_drawdown` number
  - `normal_var_pct` number
  - `recovery_days_estimate` integer
  - `scenario_details` object[]
    - `creditLoss` number
    - `creditShock` number
    - `equityLoss` number
    - `equityShock` number
    - `horizon` integer
    - `id` string
    - `label` string
    - `loss_cap_applied` boolean
    - `rateLoss` integer
    - `rateShock` number
    - `recoveryDays` integer
    - `stressedES` number
    - `stressedVar` number
    - `totalLoss` number
    - `uncapped_loss` number
    - `volMult` integer
  - `scenario_losses` object
    - `covid_2020` number
    - `dotcom_bust` number
    - `gfc_2008` number
    - `lehman_week` number
    - `rate_shock` number
    - `svb_2023` number
  - `stress_multiplier` number
  - `stressed_es_pct` number
  - `stressed_var_pct` number
  - `verdict` string
  - `warnings` unknown[]
    - unknown
  - `worst_case_loss` number
  - `worst_case_scenario` string

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)