Risk Analytics & Reporting

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  • Published on Dec 2, 2025
  • 2 minute(s) read
  • Stephanie Schmidt
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Risk Analytics & Reporting Overview

The Risk Analytics & Reporting section provides credit unions with tools to evaluate and manage balance sheet risk across interest rate, liquidity, and credit dimensions. It supports strategic planning, stress testing, and regulatory compliance by offering interactive simulations and downloadable reports.

Assumption Sensitivity

Allows Users to test how changes in key model assumptions—such as deposit decay, beta, prepayment rates, and reinvestment behavior—impact risk metrics like EVE (Economic Value of Equity) and EaR (Earnings at Risk).

Key Benefits

  • Enhances understanding of model sensitivity.
  • Supports stress testing and policy limit validation.
  • Improves confidence in strategic decisions.

How to Use Assumption Sensitivity

  1. Navigate to Risk Analytics & Reporting > Assumption Sensitivity
  2. Select a stress test scenario from the dropdown menu
  3. Adjust inputs (e.g., increase/decrease beta or decay)
  4. Click Apply to view changes in EVE/EaR
  5. Download Excel-based models for deeper analysis


Deposit Simulation

Models non-maturity deposit behavior using beta and decay assumptions to assess funding stability and interest rate sensitivity.

Key Benefits

  • Improves liquidity planning and funding strategy.
  • Supports regulatory compliance and internal risk assessments.
  • Helps quantify deposit volatility under different rate environments.

How to Use Deposit Simulation

  1. Navigate to Risk Analytics & Reporting > Deposit Simulation
  2. Input deposit categories and behavioral assumptions
  3. Run simulations to analyze runoff risk and funding gaps


CECL Analytics

Implements a comprehensive CECL model to estimate expected credit losses across loan segments using account-level data and multiple methodologies. The features of CECL Analytics include Account-Level Modeling that includes FICO scores, LTV ratios, amortization schedules, and prepayment options. PD/LGD Calibration: Uses historical charge-off and recovery data. Option-Based Prepayment Modeling: Captures dynamic loan behavior. Present Value Methodology: Aligns with GAAP standards. Concentration Risk Analysis: Visual dashboards by sector, credit grade, and vintage. Stress Testing: Apply economic scenarios to evaluate portfolio resilience

Key Benefits

  • Supports compliance with CECL accounting standards.
  • Enables proactive credit risk management.
  • Integrates with ALM and budgeting tools for holistic planning

How to Use CECL Analytics

  1. Navigate to Risk Analytics & Reporting > CECL Analytics.
  2. Review dashboards and detailed tables.
  3. Export results for board and regulatory reporting.


CECL Package

Generates a downloadable report that consolidates CECL analysis into a single, actionable document.

Key Benefits

  • Provides a comprehensive view of expected credit losses.
  • Supports board-level reporting and strategic planning.
  • Includes stress-tested scenarios and visual summaries.

How to Use CECL Package

  1. Navigate to Risk Analytics & Reporting > CECL Package
  2. Click Generate CECL Package Report
  3. Download the report, which includes:
    1. Segment-level breakdowns
    2. CECL reserve estimates
    3. Stress scenario comparisons
    4. Visual dashboards


SCALE CECL Model

Provides a streamlined CECL modeling approach for smaller institutions or those seeking simplified compliance.

Key Benefits

  • Reduces implementation complexity.
  • Offers a scalable solution for credit unions of varying sizes.
  • Integrates with peer benchmarking and CECL analytics.

How to Use SCALE CECL Model

  1. Navigate to Risk Analytics & Reporting > SCALE CECL Model
  2. Upload SCALE CECL Model file and enter Custom Inputs
  3. Review CECL estimates and benchmarking metrics