Reference
Stress Testing & Capital Planning (DFAST) glossary
Terms used in Stress Testing & Capital Planning (DFAST) and its documentation.
Applies to Stress Testing & Capital Planning (DFAST) as it works today. Moraph updates the platform continuously, and this page is reviewed when it changes.
Terms used in Stress Testing & Capital Planning (DFAST) and its documentation.
| Term | Meaning |
|---|---|
| Run | One projection combining an approved scenario, model versions, a data snapshot and capital actions. |
| Locked run | A run approved as final; its inputs and results can no longer change and can feed the capital plan and board pack. |
| Supervisory scenario | A scenario published by a regulator and loaded into the scenario library as issued. |
| Internal scenario | A baseline, adverse or institution-specific scenario your institution builds for its own risks. |
| Management overlay | An approved adjustment to a model result, recorded separately with its rationale. |
| Effective challenge | Questions from independent reviewers about models, assumptions or results, and how they were answered. |
| Planning horizon | The quarters over which losses, revenue, balances and capital ratios are projected. |
| Data snapshot | The set of finance and portfolio data loaded as of a run's as-of date. |
| Reverse stress test | A search for the conditions under which a capital ratio would fall below a level you set. |
| Run lineage | The record of the scenario, model versions, data, overlays and user behind a run. |
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