Abstract: A method and product designed for preferably creating, validating and executing regression based models and calculations for Stress Testing and Entity Planning purposes is provided covering model execution life-cycle details from model creation, validation, and execution. The preferred embodiments include a self-service regression based model configuration and creation with workflow approval tool called a model wizard; a central standardized I/O data interface called ODS to receive and store quarterly historical and spot financial market information, and reference data used as model input, and to store model output(s) in the preferred form of quarterly base and stress projections; a java based execution engine to run the approved models from the repository with ability to apply model adjustments; a web-based user interface to view the model lineage, input, equations in mathematical form using MathJax and the output.

Abstract: A method and product designed for preferably creating, validating and executing regression based models and calculations for Stress Testing and Entity Planning purposes is provided covering model execution life-cycle details from model creation, validation, and execution. The preferred embodiments include a self-service regression based model configuration and creation with workflow approval tool called a model wizard; a central standardized I/O data interface called ODS to receive and store quarterly historical and spot financial market information, and reference data used as model input, and to store model output(s) in the preferred form of quarterly base and stress projections; a java based execution engine to run the approved models from the repository with ability to apply model adjustments; a web-based user interface to view the model lineage, input, equations in mathematical form using MathJax and the output.