# Credit Stress Testing Framework

Model credit portfolio stress tests to see tail risk and expected loss without treating stress as an exercise separate from risk management.

- Canonical: https://finamodel.com/templates/stress-testing
- Download (.xlsx): https://finamodel.com/templates/stress-testing.xlsx
- Category: Credit
- Model type: Sector planning
- Difficulty: Advanced
- Audiences: Credit & risk, CFOs & FP&A
- Tags: default-probability, loss-given-default, var, concentration

## Related templates

- [Credit Portfolio CDO Model](https://finamodel.com/templates/credit-portfolio-cdo)
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