Stress Testing Reporting
Wall Street Bank​

First Derivative played a critical role in implementing stress testing reports for Market Risks and Controls at a leading Wall Street Bank, ensuring compliance with MIFID-II requirements.

Implemented stress tests to assess system performance and behaviour under specific high message/alert loads during peak trading hours across APAC, EMEA, and NAM regions.

Successfully generated stress testing reports that verified the system’s ability to handle twice the usual peak volume of message alerts within market hours, aligning with MIFID-II standards.

• Conducted extensive testing that exceeded normal operational capacities.​
• Developed and integrated an automated tool for annual stress testing.​
• Prepared proactive stress testing reports by business teams ahead of submission deadlines.​
• Achieved compliance with stress testing standards as defined by regulatory authorities, with all tests marked as PASS.​