The latest features, improvements, and fixes to the StressGen platform.
- Geopolitical risk taxonomy with 15 risk types and calibration anchors - Causal transmission DAG engine for modeling shock propagation paths - Contagion correlation monitor with regime detection - Crisis matching against 14 historical episodes (GFC, COVID, etc.) - Per-shock provenance tracing for full audit trail
- Portfolio snapshots with delta/gamma/vega exposures per risk factor - Stress test engine with unit-aware impact computation - Pivot table with drag-and-drop, heatmaps, and CSV export - Cross-run comparison with Shapley attribution - Snapshot audit trail for regulatory compliance
- Subscription tiers (Free, Professional, Enterprise) - Subdomain routing for app vs marketing site - Regime detection alerts and PDF viewer - SEO and logging hardening
Streamlined role-based access controls and introduced clearer subscription tiers throughout the platform.
New dedicated FAQ page covering common questions about stress testing, scenarios, and platform usage.
Corrected a PII sanitization method call that could fail silently when generating chat titles, ensuring personal data is always scrubbed before reaching LLM providers.
Upload portfolio exposures via CSV or Excel files with template validation and error reporting. Snapshot deletions now use soft delete for regulatory audit compliance, with full user attribution tracking.
Resolved chat message text overflowing in the expanded sidebar, fixed duplicate key warnings in the activity feed, and corrected earnings calendar date grouping and hover states.
Fixed a slowapi header injection bug causing intermittent 500 errors, and resolved Redis connection pool cascade failures that could take down database connections during high load.
Explore stress test results with drag-and-drop pivot tables featuring collapsible rows, inline bar charts, heatmaps, sorting, and a hide-empty-rows toggle.
Track portfolio risk exposures over time with daily snapshots, per-risk-factor delta and gamma sensitivities, and an analytics dashboard featuring time-series charts and exposure matrices.
Run stress tests against portfolio snapshots to compute P&L impacts across risk factors — with waterfall charts, factor attribution breakdowns, and cross-run comparisons.
Generate regulatory stress test scenarios (DFAST, CCAR) with dedicated agent routing and RAG context. Scenario detail page now features a card-based layout with color-coded hero, expandable descriptions, and numbered key risk factors.
Redesigned the Market Snapshot and Scenarios pages with richer data displays, improved layouts, and interactive details. Scenario cards now highlight top primary shocks. Macro and inflation widgets show clearer thresholds and data freshness.
Access corporate yield curves, credit spreads, economic calendars, and international macro indicators from additional data sources.
Project how stress scenario impacts unfold over time, giving a forward-looking view of portfolio risk evolution.
Run stress tests grounded in real financial crises (2008 GFC, COVID-19, Oil Shock, and 5 more), with automatic narrative generation and historically-calibrated shock values.
Significantly faster document processing, more resilient infrastructure, and improved uptime for consistent performance.
See which stress scenarios are most likely to materialize based on current market conditions, with an interactive ranking on the dashboard.
Create a free account to get notified about new features and try AI-powered stress testing today.