The evolution of stress testing: unlock one integrated balance sheet

Recent geopolitical and market shocks have exposed the limitations of traditional stress-testing. Energy disruption, shifting interest rate expectations and funding pressures can rapidly transmit across market, credit and liquidity risk – hitting the trading and banking books at once. And the European Central Bank’s 2026 geopolitical reverse stress test has challenged banks to identify the scenarios capable of materially depleting their capital, rather than simply model a prescribed shock.

This FIS whitepaper explores why stress-testing needs to evolve from a siloed regulatory exercise into an integrated, enterprise-wide discipline capable of capturing how complex shocks propagate across the balance sheet.

What you’ll learn:

• Why recent geopolitical shocks are challenging traditional stress-testing assumptions

• How integrated scenarios and common data can provide a more holistic view of balance sheet resilience

• How technology can turn stress-testing into a more dynamic tool for risk management and strategic decision-making. 

The paper makes informative reading for CROs, heads of stress-testing, market and credit risk leaders, treasurers, asset-liability management and liquidity risk professionals, and risk technology leaders.

Download the white paper to discover how banks can modernise stress-testing for a new era of interconnected risk.