Autonomous Actuarial Cockpit v3.4
C-Suite Boardroom Cockpit
Real-time stress-testing matrix for SACCO CFOs, Risk Committees, and Board Directors under CBK, SASRA, and IFRS 9 prudential standards.
85
Boardroom Health Index
optimal
Institution maintains strong solvency and liquidity reserves. Recommend scaling KMRC green mortgage tranches.
CBK CBR Rate
14.00%
+200 bps Shock AppliedSASRA Liquidity
18.0%
Floor: 15.0% (KES 45.0M buffer)IFRS 9 Provisioning
KES 84.3M
7.02% Coverage RatioTCFD Climate Score
100 / 100
Grade AAA (KMRC -200 bps)Live Stress-Test Parameters
+200 bps (14.00%)
+0 bps (Baseline)+200 bps+400 bps (Extreme)
12.0%
KES 1.50B
KES 270.0M
KES 1.20B
5% (Stage 1: 85%, S2: 10%)
35%
75 Units
20%
30%
CBK Rate Shock & Margin Squeeze Engine
Models Central Bank Rate (CBR) policy hikes (+200 bps) against asset yield vs deposit re-pricing drag.
Asset Interest Income Impact
+KES 10.8M
Yield adjustment across variable-rate loan portfolio.
Deposit Cost of Funds Increase
-KES 22.5M
Deposit interest re-pricing pressure across member deposits.
Net Interest Margin (NIM) Impact
-78 bps
NPL Default Multiplier
1.24x Risk
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