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    SASRA 2026 SACCO Monte Carlo Stress-Testing Calculator

    Simulate CBK Central Bank Rate hikes (+200 to +400 bps), stochastic loan portfolio impairment under IFRS 9 ECL Stage 3, and SASRA 8% core capital compliance.

    SASRA 2026 & IFRS 9 Stochastic Engine

    SACCO Monte Carlo Portfolio Stress-Testing Engine

    Simulate 1,000+ stochastic iterations of CBK CBR interest rate hikes on loan impairment, VaR P95, and SASRA 8% core capital compliance.

    CRITICAL CAPITAL BREACH RISK

    Executive Audio Briefing: SASRA Monte Carlo Risk Governance

    Executive Voice
    60-second stochastic risk commentary for SACCO Board of Directors & Risk Committee

    Voice playback isn't supported in this browser. Read the transcript below instead.

    Macro Stress Scenarios:

    Portfolio & Macro Inputs

    Total Gross Loan Book (KES)KES 500,000,000
    Stage 2 Watch Loans (31–90 Days)KES 45,000,000
    Stage 3 Non-Performing Loans (90+ Days NPL)KES 25,000,000
    SACCO Core Capital (KES)KES 65,000,000
    CBK Central Bank Rate Shock (+bps)+200 bps (+2.00%)

    Stressed NPL Ratio (P95 Stress)

    13.53%

    Initial: 5%

    Core Capital Ratio (P95 Stress)

    4.87%

    SASRA Minimum: 8.0%

    Expected Impairment Loss (P50)

    KES 24.99M

    Median stochastic run

    Value at Risk (P95 VaR)

    KES 35.84M

    95th percentile stress loss

    NPL Ratio Progression Across 1,000 Iterations

    Actuarial Risk Committee Recommendations

    • SASRA 8% Core Capital Breach Risk: Immediate capital injection or dividend retention required to build statutory capital buffers.
    • Restructure Watch Category loans into KMRC-backed 9.5% fixed-rate long-term mortgages to lower member monthly debt-service ratios.