Stress Testing

Financial Stress

Turkish: Stres Testi

Short definition

Stress testing measures the effect of low-probability but coherent shocks (FX, rates, demand, collections) on cash, covenants and debt service. It is a tail tool, separate from budget variance and VaR.

Detailed explanation

Reverse stress asks which shock breaks the covenant. Multi-factor stress keeps FX+rates+DSO breaking together; one-variable sensitivity misses that.

The bank pack imposes its own stress definition; management stress need not match it, but the gap must be explained. Liquidity stress need not end on the same day as P&L stress.

Why it matters for the CFO

Debt capacity and the cash buffer are read from stressed DSCR and the 13-week, not from base-case EBITDA.

How to read it

Shock size is not universal; history, covenants and the business model set it. “FX +20%” does not have the same cash effect in every sector.

Related calculators

Güven Sayılgan’s writing on this topic

What to learn next

  1. Scenario Analysis
  2. FX Shock
  3. Rate Shock
  4. Liquidity Crisis
  5. Debt Service Coverage Ratio (DSCR)

Definitions are educational. They are not investment, credit or tax advice.