Mortgage stress testing,
postcode-resolution.
Built for European credit insurers (Atradius, Coface, Euler Hermes, Allianz Trade), bank balance-sheet teams, and counterparty risk desks running mandatory residential property stress scenarios. Cohort-weighted, ECB MIR-calibrated, signed outputs suitable for regulatory submission.
One call. Stressed NPL projection back.
POST https://avenaterminal.com/api/v1/mortgage-stress
Content-Type: application/json
Authorization: Bearer <institutional-key>
{
"bank_exposure_eur_bn": 96.5,
"country": "ES",
"region": "coastal",
"scenario": {
"lever": "ltv_cap",
"magnitude": -5,
"timeframe_m": 18,
"fb_share_min": 0.25
}
}Returns: stressed NPL ratio (bps), capital requirement delta, postcode-level price impact heat-map, cross-border capital rotation estimate, forward transmission curve (logistic, m6-centred), HMAC-SHA256 signature over the full payload + methodology version stamp. Same engine that powers the Avena Precision Policy Engine, exposed as a programmatic API.
Four distinct buyer profiles.
Stress-test residential mortgage portfolios under ECB tightening scenarios; price counterparty risk on bank lines; quantify country-specific exposure under foreign-buyer rotation.
Comply with ECB SSM residential stress test cycle; supplement internal AVMs with independent cohort-weighted projections; produce defensible regulatory submissions.
Price residential RMBS exposure under macroprudential lever shocks; assess cross-collateralised loan books in foreign-buyer-heavy markets.
Risk-adjust forward returns by cohort regulatory exposure; model scenario sensitivities for board reporting; validate vendor-provided AVMs.
Institutional API access is sold per-seat with annual volume tiers. Includes dedicated rate limits, SLA, technical onboarding with the research desk that authored the methodology (Sovereign Briefing Vol. 2 + Vol. 3), and direct support for regulatory replay submissions.