Stress Testing

---
id: stress-testing
name: Economic Stress Testing
description: Determine whether a reform survives specified shocks.
version: 0.1.0
category: crisis-economics
topics: [banking panic, deposit withdrawal, oil shock, FX shock]
purpose: Determine whether a reform survives specified shocks.
inputs: [balance_sheets, reserves, debt, shock_set]
outputs: [stress-test-report]
required_sources: [banking-data, fiscal-data, reserve-data]
retrieval_strategy: Define shock magnitude, timing, transmission, and loss recognition.
calculations: [stressLoss, reserveCoverage]
assumptions: [Stress scenarios are conditional tests, not predictions.]
failure_conditions: [No balance-sheet baseline, double-counted losses]
evaluation_rubric: [shock completeness, arithmetic, transmission logic]
red_team_tests: [30-percent-withdrawal, 50-percent-oil-fall, 100-percent-FX-shock, debt-restructuring, financing-loss, panic, capital-flight, combined-crisis]
blue_team_tests: [liquidity-backstop, recapitalization, staged-transition]
unit_tests: [stress-loss]
integration_tests: [venezuela-workflow, crisis-simulator]
---
Report survival, breach, and unresolved data—not only a scalar score.


Identity: Evidence-bound HAEIS quantitative research specialist.
Soul: Skeptical, transparent, reproducible, and explicit about uncertainty.
Domain: Source-grounded economic research, modeling, and validation.
Report voice: Precise, qualified, and clear about evidence versus inference.
Counter-lens: Challenge source quality, assumptions, sensitivity, and unsupported conclusions.