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Forward NPA · macro shocks · portfolio VaR · covenant breach timing · as at 19 Jun 2026
Scenario inventory, severe-but-plausible design, reverse stress, model and data lineage, capital/liquidity/loss/customer impacts, credible management actions, board challenge, and custody evidence.
| Lifecycle process | Owners | Policy evidence | Exceptions | Review |
|---|
| Control | Pillar | Metric |
|---|
Forward portfolio metrics read is unavailable.
| Scenario | Current | Projected | Limit | Status | Action |
|---|---|---|---|---|---|
| Covenant early-warning read is unavailable. | |||||
| Product | Exposure | Baseline loss | Stressed loss | Stressed NPA | Driver | Status |
|---|---|---|---|---|---|---|
| Logbook | Ksh 1,805,000 | Ksh 96,666 | Ksh 151,546 | Ksh 262,837 | used_car_price_decline | 1.37x PD |
| SME | Ksh 888,000 | Ksh 64,596 | Ksh 93,035 | Ksh 166,360 | fuel_price | 1.44x PD |
| Biashara | Ksh 266,000 | Ksh 32,690 | Ksh 40,617 | Ksh 65,467 | fuel_price | 1.38x PD |
| Agri-Input | Ksh 208,000 | Ksh 5,616 | Ksh 7,794 | Ksh 15,312 | fuel_price | 1.38x PD |
| Mshahara | Ksh 280,000 | Ksh 3,741 | Ksh 4,420 | Ksh 8,924 | cbk_rate_hike | 1.17x PD |
| Invoice SCF | Ksh 450,000 | Ksh 1,688 | Ksh 2,086 | Ksh 2,073 | fuel_price | 1.23x PD |
| Chama | Ksh 85,000 | Ksh 326 | Ksh 367 | Ksh 285 | fuel_price | 1.12x PD |
| Soko RBF | Ksh 68,000 |
| Cohort | Originated | Outstanding | PAR30 | PAR90 | Forward loss |
|---|---|---|---|---|---|
| Forward portfolio metrics read is unavailable. | |||||
| Appetite | Metric | Current | Limit | Utilization | Status | Management action | Custody hash |
|---|
| Concentration limits | region: nairobi | 4390.0% | 5000.0% | 87.8% | watch | Reduce, syndicate, insure, or freeze new exposure on segments at or above appetite. | 7e3fe83763f5...a2191118 |
| Forward NPA appetite | 90-day projected NPA | — | 5.0% | — | degraded | Tighten origination, collections, restructuring, and provisioning actions when forward NPA approaches appetite. | 0fec2adcc73d...7fe37f79 |
| Macro stressed NPA appetite | Macro stressed portfolio NPA | 12.9% | 8.0% | 161.0% | breach | Review shock drivers, product caps, collateral haircuts, and provisioning buffers. | a45acd25cb8b...fdc01c1e |
| Stressed credit loss budget | Stressed credit loss as share of EAD | 7.4% | 4.0% | 185.3% | degraded | Size provisions, pricing overrides, and capital buffers for stressed expected loss. | 7d8a4de06659...708c6013 |
| Portfolio VaR appetite | 95% VaR as share of EAD | — | 8.0% | — | degraded | Rebalance exposure mix or tighten limits when unexpected loss exceeds appetite. | c9f90f181512...020e0c1c |
| Covenant early warning | Breached or projected-breach covenant paths | 0 | 0 | — | degraded | Open borrower or portfolio remediation actions for every breached or projected covenant path. | 57b252442d73...693336e5 |
| Trigger | Scenario | Status | Evidence | Decision request | Deadline | Custody hash |
|---|---|---|---|---|---|---|
| Concentration warn | product: logbook | watch | 2850.0% share against 3000.0% limit on KES 248,000,000 exposure. | Approve exposure reduction, risk transfer, or exception limit with signed owner action. | next risk committee cycle | 376041bfe576...79ac90b8 |
| Logbook stressed loss watch | Logbook | watch | Stressed expected loss KES 151,546 vs KES 96,666 baseline, driven by used_car_price_decline. | Approve product-level limit, pricing, collateral, or provisioning action. | next risk committee cycle | 7ab46ad4fa24...05d8a45c |
| SME stressed loss watch | SME | watch | Stressed expected loss KES 93,035 vs KES 64,596 baseline, driven by fuel_price. | Approve product-level limit, pricing, collateral, or provisioning action. | next risk committee cycle | 71a20573efcb...5945a9e8 |
| Agri-Input stressed loss watch | Agri-Input | watch | Stressed expected loss KES 7,794 vs KES 5,616 baseline, driven by fuel_price. | Approve product-level limit, pricing, collateral, or provisioning action. | next risk committee cycle | df75d234363a...97dd1f9e |
| Soko RBF stressed loss watch | Soko RBF | watch | Stressed expected loss KES 320 vs KES 245 baseline, driven by fuel_price. | Approve product-level limit, pricing, collateral, or provisioning action. | next risk committee cycle | e0860cdf8b19...0709ad82 |
| Scenario | Scope | Design controls | Status | Hash |
|---|---|---|---|---|
Macro-credit downturn GDP contraction, unemployment shock, higher default migration, collateral discounts, and stressed affordability. | macro_credit / enterprise risk / 12m / credit, capital, profitability, conduct | review 18/90d / board ready / severe ready / reverse ready / model ready / lineage ready / customer ready | within | 022a30c0a306...7c58e2b9 |
Liquidity run and funding contagion Deposit outflow, wholesale funding spread widening, settlement delay, and contingency funding drawdown. | liquidity / treasury risk / 3m / liquidity, funding, deposits, payments | review 18/90d / board ready / severe ready / reverse ready / model ready / lineage ready / customer ready | within | 41aa324cdd1f...68c400c8 |
Cyber and critical operation outage Identity compromise, payment rail interruption, call-centre surge, and customer remediation activation. | operational_resilience / operational resilience / 1m / operational, cyber, payments, customer_outcomes | review 18/90d / board ready / severe ready / reverse ready / model ready / lineage ready / customer ready | within | ae03d95093f3...5b4ff82d |
Climate-sensitive agri portfolio shock Drought, lower farm yields, food-price inflation, agri arrears, and borrower-support demand. | climate_physical / climate risk / 24m / climate, credit, conduct, capital | review 18/90d / board ready / severe ready / reverse ready / model ready / lineage ready / customer ready | within | bd236cdc1756...ebc2f6a2 |
Market, FX, and interest-rate shock KES depreciation, rate shock, hedge valuation stress, and NII/EVE sensitivity. | market_alm / market risk / 6m / market, FX, IRRBB, liquidity | review 18/90d / board ready / severe ready / reverse ready / model ready / lineage ready / customer ready | within | 7b57bcb03401...78339c6a |
Reverse stress solvency trigger Failure point search for the combination of losses, funding outflow, and operational disruption that breaks viability. | reverse_stress / capital planning / 12m / capital, liquidity, operational, strategy | review 18/90d / board ready / severe ready / reverse ready / model ready / lineage ready / customer ready | within | 7c4a2f9cfc24...4b6a2929 |
| Result | Baseline / stressed / limit | Model and data | Status | Hash |
|---|---|---|---|---|
Stressed credit loss budget credit / macro-credit-downturn | 3.40% / 4.70% / 5.50% / upper | credit-stress-v4 / risk mart and ECL staging / run 11/30d / validation ready / challenger ready / signoff ready | within | 61ec1a3aaebb...124a4a1a |
Post-stress capital headroom capital / macro-credit-downturn | 16.50% / 13.20% / 12.00% / lower | icaap-capital-v3 / capital adequacy warehouse / run 11/30d / validation ready / challenger ready / signoff ready | within | ee3a5b630346...b3444303 |
Survival horizon under run-off liquidity / liquidity-run-contagion | 91d / 63d / 45d / lower | liquidity-ladder-v5 / treasury liquidity ladder / run 11/30d / validation ready / challenger ready / signoff ready | within | 8fcb614b3384...79e08081 |
Largest funding-source share funding / liquidity-run-contagion | 19.00% / 27.00% / 30.00% / upper | funding-mix-v2 / ALCO funding register / run 11/30d / validation ready / challenger ready / signoff ready | within | 45f4f979563c...3c3e7e1a |
Operational outage loss operational / cyber-operational-outage | Ksh 6,500,000 / Ksh 18,000,000 / Ksh 25,000,000 / upper | op-loss-scenario-v2 / incident and loss-event register / run 11/30d / validation ready / challenger ready / signoff ready | within | 3d2d1701aeac...e8a4706a |
Customer redress cases conduct / cyber-operational-outage | 120 / 640 / 750 / upper | conduct-harm-v2 / customer outcomes register / run 11/30d / validation ready / challenger ready / signoff ready | within | 831854950922...3d52377b |
Climate-sensitive loss uplift climate / climate-agri-shock | 1.10% / 1.80% / 2.20% / upper | climate-credit-v2 / climate risk mart / run 11/30d / validation ready / challenger ready / signoff ready | within | 1c45081a6d71...58f93fe6 |
Market and FX stressed loss market / market-fx-rate-shock | Ksh 8,500,000 / Ksh 21,000,000 / Ksh 30,000,000 / upper | market-risk-v3 / treasury valuation mart / run 11/30d / validation ready / challenger ready / signoff ready | within | 34e6e565a073...2d2f1bed |
| Management action | Benefit | Execution controls | Status | Hash |
|---|---|---|---|---|
Tighten credit policy, update score cut-offs, and activate high-risk segment review. credit risk / macro-credit-downturn | 1.20% | execution 7/14d / dependencies 3/3 / legal ready / operational ready / customer ready / board ready | within | 8efbb017fd05...87fd2525 |
Retain earnings, pause discretionary growth, and prepare capital conservation plan. CFO and capital planning / macro-credit-downturn | 1.80% | execution 10/21d / dependencies 4/4 / legal ready / operational ready / customer ready / board ready | within | ed8f80140baf...05cddab2 |
Draw committed lines, slow liquidity-consuming disbursements, and activate wholesale funding alternatives. treasury risk and ALCO / liquidity-run-contagion | 21d | execution 2/5d / dependencies 5/5 / legal ready / operational ready / customer ready / board ready | within | d5cbde87ac48...733b4895 |
Activate fallback identity, payment rail, customer contact, and evidence-preservation runbooks. operational resilience / cyber-operational-outage | 82.00% | execution 1/2d / dependencies 4/4 / legal ready / operational ready / customer ready / board ready | within | 387393f30fd8...381b9fe4 |
Pre-approve redress budget, complaint triage capacity, and vulnerable-customer communications. |
| Failure point | Trigger | Readiness controls | Status | Hash |
|---|---|---|---|---|
Capital headroom breach that would trigger recovery plan escalation. reverse-stress-solvency-trigger | CET1 equivalent capital ratio: 10.50% / buffer 13.20% / lower | narrative ready / EWI ready / recovery ready / board ready / evidence ready | within | 3ec27905c7aa...bdeea7b3 |
Liquidity survival horizon falling below minimum operating runway. liquidity-run-contagion | survival horizon days: 30d / buffer 63d / lower | narrative ready / EWI ready / recovery ready / board ready / evidence ready | within | f6f4c76ccda0...a771f8f6 |
Critical operation outage exceeding board-approved impact tolerance. cyber-operational-outage | customer-critical outage hours: 8 / buffer 2 / upper | narrative ready / EWI ready / recovery ready / board ready / evidence ready | within | 540203827f49...5d8ce9a0 |
| Decision | Committee | Evidence controls | Status | Hash |
|---|---|---|---|---|
Approve enterprise stress testing framework, annual scenario inventory, reverse-stress thresholds, and board challenge minutes. 6 scenarios / 3 results / 3 actions | Board Risk Committee / board secretariat | minutes ready / challenge ready / notified ready / due ready / custody ready | within | 142c80ba7569...5a925080 |
Approve liquidity and funding stress assumptions, survival horizon, contingency funding actions, and ALCO evidence custody. 2 scenarios / 3 results / 1 actions | ALCO / treasury risk | minutes ready / challenge ready / notified ready / due ready / custody ready | within | 7709527329c3...3733a586 |
Approve capital, credit loss, RAROC, profitability, and management-action quantification. 2 scenarios / 2 results / 2 actions | Capital Committee / capital planning | minutes ready / challenge ready / notified ready / due ready / custody ready | within | 4ff5776f7f50...36f51bde |
Approve cyber outage, customer harm, critical operation, communication, and redress stress actions. 1 scenarios / 2 results / 2 actions | Operational Risk Committee / operational resilience | minutes ready / challenge ready / notified ready / due ready / custody ready | within | 0bcedb91cb8d...19536a2d |
| Domain control | Manifest | Missing controls | Status | Hash |
|---|---|---|---|---|
Enterprise stress-testing framework, inventory, owner, taxonomy, governance, and custody control scenario_inventory / enterprise risk, CRO office, and risk analytics | 5/5 / 100.0% / findings 0 | none | within | 8c2a5570d09f...0bf8e693 |
Severe-but-plausible scenario design, sensitivity, reverse-stress, and emerging-risk coverage control severity_design / enterprise risk, credit risk, treasury risk, operational resilience, climate risk, and market risk | 5/5 / 100.0% / findings 0 | none | within | bcfaff5cd052...09fefb23 |
Stress model validation, challenger, source data, reconciliation, sensitivity, and owner sign-off control model_data / risk analytics, model risk, risk data governance, and finance control | 5/5 / 100.0% / findings 0 | none | within | 8022f5a089ae...660c2221 |
Capital, liquidity, profitability, loss, RAROC, and customer-harm stress linkage control capital_liquidity / capital planning, treasury risk, finance control, product finance, and conduct risk | 5/5 / 100.0% / findings 0 | none | within | e748951f5e87...c161c60b |
Management-action quantification, legal feasibility, operational feasibility, dependency, customer impact, and committee approval control management_action / enterprise risk, legal control, operations, customer outcomes, ALCO, and capital committee | 5/5 / 100.0% / findings 0 | none | within | 683db2a68c95...aa70aa6e |
Reverse-stress failure point, early-warning, recovery option, board challenge, signed minute, and custody control reverse_stress / capital planning, treasury risk, board secretariat, and internal audit | 6/6 / 100.0% / findings 0 | none | within | 51ae5e4b7468...73226623 |
| Control | Current / limit | Management action | Status | Hash |
|---|---|---|---|---|
Scenario inventory coverage Stress programmes should be formally governed, documented, reviewed, and integrated into risk management. | 100.00% / 100.00% | Refresh scenario owners, review dates, board approvals, model coverage, data lineage, management-action maps, and custody evidence. | within | a0f1499c4ffb...ac96fad3 |
Severe-but-plausible design coverage Scenario severity should be plausible, risk-relevant, and challenging enough to inform capital, liquidity, and strategy decisions. | 100.00% / 100.00% | Recalibrate severity narratives, probability weights, reverse-stress links, and board challenge evidence. | within | c5eafe450014...15b51788 |
Reverse stress coverage Reverse stress testing should identify business model vulnerabilities and failure points before they crystallise. | 100.00% / 100.00% | Close reverse-stress narrative, trigger, early-warning, recovery-option, board-review, and custody gaps. | within | 14dae9d7964d...1e3769ca |
Stress model and data lineage integrity Stress-test outputs should be supported by controlled models, current data, reconciliation, sensitivity analysis, and ownership. | 100.00% / 100.00% | Repair stale runs, model validation, challenger, lineage, reconciliation, sensitivity, and owner sign-off gaps. | within | 750020eef6bf...cbc19699 |
| Trigger | Status | Evidence | Owner | Deadline | Hash |
|---|---|---|---|---|---|
| No enterprise stress testing action packs are required for the current evidence set. | |||||
| Controls |
|---|
| Status |
|---|
| Hash |
|---|
Credit risk environment, appetite, authorities, and portfolio strategy risk_environment | credit product and relationship teams 2L: enterprise risk management | board-approved risk appetite, delegated credit authority, and portfolio strategy pack | 0 / 12 — vs 2.0% | 22d / 90d SLA Credit Risk Committee and Board Risk Committee credit environment pack | 3/3 3 sources / 3 hashes | within | a34eaabd6c81...f014cce6 |
Sound credit granting, affordability, model challenge, and adverse-action controls credit_granting | underwriting operations 2L: credit risk, model risk, and compliance | underwriting policy, model release gate, affordability evidence, and specific reason notice QA | 36 / 24,800 0.1% vs 2.0% | 9d / 30d SLA Model Risk Committee and Conduct Risk Committee granting controls pack | 4/4 3 sources / 4 hashes | within | de243d630d3d...485b1cf5 |
Collateral valuation, LTV, legal perfection, and covenant controls collateral_controls | collateral operations 2L: credit risk and legal control | collateral valuation rules, haircut policy, legal perfection evidence, and climate/collateral sensitivity pack | 22 / 9,650 0.2% vs 3.0% | 18d / 60d SLA Credit Risk Committee secured lending collateral pack | 3/3 3 sources / 3 hashes | within | 82b6f88f9555...ac290e2d |
Portfolio monitoring, classification, ECL, concentration, and limit refresh portfolio_monitoring | portfolio management 2L: credit risk finance control | watchlist, staging, provision, concentration, and capital consumption evidence pack | 0 / 42 — vs 2.0% | 7d / 30d SLA Impairment Committee and Board Risk Committee monitoring pack | 4/4 4 sources / 4 hashes | within | 1e60ed8a9878...015260b9 |
Early warning, covenant watchlist, and borrower remediation controls early_warning | relationship and collections teams 2L: credit risk and conduct risk | watchlist evidence, covenant breach routes, borrower contact controls, and hardship guardrails | 12 / 1,120 1.1% vs 2.0% | 4d / 14d SLA Credit Risk Committee early-warning and conduct pack | 3/3 3 sources / 3 hashes | within | bedfb00bd8fd...dd1b06a2 |
Problem-credit workout, restructuring, forbearance, and recovery governance problem_credit_workout | collections and workout teams 2L: credit risk, impairment committee, and conduct risk | forbearance test, restructuring approvals, recovery waterfall, hardship controls, and board exception route | 8 / 836 1.0% vs 2.5% | 6d / 30d SLA Special Assets Committee and Board Risk Committee workout pack | 3/3 3 sources / 3 hashes | within | a1fc435103bf...aceb2706 |
Write-off approval, recovery, postmortem, and policy feedback loop writeoff_recovery | collections recovery operations 2L: finance control, credit risk, and internal audit | write-off authority, recovery evidence, root-cause postmortem, and policy feedback action pack | 0 / 94 — vs 2.0% | 11d / 45d SLA Audit and Risk Committee write-off and recovery pack | 3/3 3 sources / 3 hashes | within | d7f575f18311...4bc39818 |
| Warning segment | Exposure | DPD / PD trend | LTV / covenant | Action | Status | Hash |
|---|---|---|---|---|---|---|
SME working capital facilities credit monitoring / watch | Ksh 185,000,000 | 7d / 42 bps | 54.0% / 70.0% watch | Refresh borrower cash-flow evidence and monitor covenant cure path. | watch | 012ae5281a29...bb8b850a |
Vehicle logbook secured lending secured lending credit risk / performing | Ksh 96,000,000 | 4d / 28 bps | 58.0% / 72.0% ok | Continue valuation recency sampling and borrower affordability monitoring. | within | 6b5737f69ae4...b9e07e45 |
Agricultural seasonal credit lines agri credit risk / performing | Ksh 72,500,000 | 5d / 35 bps | 49.0% / 65.0% ok | Monitor rainfall and crop-price triggers before harvest repayment dates. | within | c4b9d7983050...f990f7bf |
Chama group lending facilities group lending risk / performing | Ksh 41,250,000 | 3d / 18 bps | 42.0% / 68.0% ok | Maintain group-authority attestations and monitor repayment dispersion. | within | fb5719e6f585...ec3c0581 |
| Workout book | Exposure | NPL / cure | Write-off / recovery | Action | Status | Hash |
|---|---|---|---|---|---|---|
Stage 2 hardship restructures special assets / 218 restructures | Ksh 118,000,000 | 3.1% / cure 71.0% | Ksh 1,200,000 / Ksh 1,050,000 net Ksh 150,000 | Continue cure monitoring, vulnerability protections, and repeat-restructure challenge. | within | 52bcecc2f635...18757543 |
Stage 3 secured recovery collections recovery operations / 92 restructures | Ksh 84,000,000 | 4.4% / cure 64.0% | Ksh 2,800,000 / Ksh 2,650,000 net Ksh 150,000 | Refresh secured recovery valuation and legal perfection evidence before action. | within | 05d12f7a4aa9...1d12f3c0 |
Small balance write-off recovery credit risk finance control / 0 restructures | Ksh 19,500,000 | 2.8% / cure 67.0% | Ksh 950,000 / Ksh 930,000 net Ksh 20,000 | Attach postmortem root causes to underwriting and collections policy change log. | within | 233366a6c560...103635d2 |
| Credit lifecycle control | Current | Limit | Status | Action |
|---|---|---|---|---|
Credit risk environment and lifecycle ownership Banks should establish a suitable credit risk environment with board-approved strategy, policies, authorities, and accountability. | 7 | 7 | within | Close lifecycle stage ownership, policy, or evidence gaps before asserting credit-risk control maturity. f2e4ae753a01...6b4e8ab9 |
Sound credit granting and policy discipline Credit should be granted under sound, well-defined criteria and independent approval controls. | 1.1% | 2.0% | within | Reduce policy exceptions, refresh credit authority evidence, and escalate repeat override themes. 1999439893a8...39ff5d2a |
Credit administration and review timeliness Credit risk management should include ongoing administration, measurement, monitoring, and control of credit exposures. | 100.0% | 100.0% | within | Refresh stale reviews and close administration gaps before the next credit committee pack. ffa14f50c09b...bc0be1d5 |
Collateral, LTV, covenant, and borrower-condition controls Banks should monitor borrower condition, collateral, covenants, and deterioration indicators after credit is granted. | 100.0% | 100.0% | within | Open borrower remediation, valuation refresh, covenant cure, or classification review for every breached signal. e790c37d38df...c8ae6f09 |
Problem-credit workout, restructure, and recovery governance Banks should maintain systems for early remedial action on deteriorating credits and sound problem-asset management. | 100.0% | 100.0% | within | Refresh restructure tests, cure plans, recovery actions, write-off approvals, and conduct safeguards. fe24068bdb1b...08b382cc |
Risk classification, ECL, and provisioning linkage Credit classification, provisioning, impairment, and risk reporting should be complete, consistent, and independently controlled. | 100.0% | 100.0% | within | Link every classification and provisioning control to ECL, portfolio risk, and risk data evidence. b47ffbde3550...ee0beeae |
Board credit-risk reporting and challenge Boards and senior management should receive complete, timely, and decision-ready credit-risk reports. | 100.0% | 100.0% | within | Route policy exceptions, collateral, early warning, workout, and write-off evidence into board packs. c1b25a0d8210...c5c2b08b |
Credit lifecycle evidence custody and reproducibility Credit risk reporting and credit administration evidence should be reliable, traceable, and reproducible. | 100.0% | 100.0% | within | Regenerate custody hashes and evidence routes before credit committee, audit, or supervisory submission. aedd2ce7049c...ed3bc6c8 |
| Trigger | Status | Evidence | Owner | Deadline |
|---|---|---|---|---|
| No credit lifecycle action packs are required for the current evidence set. | ||||
| Current |
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| Limit |
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| Status |
|---|
| Management action |
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| Custody hash |
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| Climate source data completeness | governance | Live concentration, forward risk, macro stress, and covenant reads | 2 | 4 | degraded | Block climate risk sign-off when any required risk source is unavailable. | b7fea0bad430...e13f7975 |
| Transition risk exposure concentration | strategy | Transition-sensitive exposure share | 43.4% | 35.0% | degraded | Set product caps, pricing overlays, collateral haircuts, or transition plans for high-emission and fuel-sensitive lending. | 0fcd391ec864...9c7f17e5 |
| Physical risk exposure concentration | strategy | Physical climate-sensitive exposure share | 5.1% | 25.0% | degraded | Review drought, flood, water-stress, and collateral resilience for physically exposed segments. | 54340f3f547b...51e2c50c |
| Climate stressed loss uplift | risk management | Stressed expected loss uplift on climate-sensitive exposure | 1.0% | 1.5% | degraded | Translate climate-driven loss uplift into provisioning, pricing, capital, and limit actions. | 2e8eebede57a...c17d6102 |
| Financed emissions intensity proxy | metrics targets | Estimated financed emissions per KES 1M EAD | 4.4 | 4.5 | degraded | Replace proxy factors with borrower-level emissions data and set reduction paths for material portfolios. | 67fd523c1e65...fa7b37cf |
| Green finance opportunity tracking | strategy | Green or climate-positive exposure share | — | 5.0% | degraded | Tag green-eligible loans, climate-smart collateral, and transition-finance opportunities in origination. | c83a07dfd5e9...0c3a8785 |
| Climate scenario coverage | risk management | Forward scenarios, product impacts, covenants, and concentration rows | 16 | 6 | degraded | Extend climate scenario coverage across products, sectors, regions, covenants, and collateral classes. | 67c6c72e6ecf...7055ae80 |
| Climate methodology evidence | governance | Forward and macro methodology references | 3 | 2 | degraded | Attach climate scenario methodology, assumptions, proxy factors, limitations, and owner sign-offs. | a836c160eb21...45d25e46 |
| Climate covenant early warning | risk management | Watch, projected-breach, or breached covenant paths | 0 | 0 | degraded | Open borrower remediation, repricing, insurance, restructuring, or limit actions for covenant paths. | e5a38196403c...a4b4c4c0 |
| Exposure | Driver | Class | EAD | Share | Loss uplift | tCO2e proxy | Custody hash |
|---|---|---|---|---|---|---|---|
| Logbook | used_car_price_decline | neutral | Ksh 1,805,000 | 44.6% | Ksh 54,880 | 2.0 | 3f48d4d803b5...39dc5d1c |
| SME | fuel_price | transition | Ksh 888,000 | 21.9% | Ksh 28,439 | 7.5 | 99069e00416f...d5d63e4e |
| Biashara | fuel_price | transition | Ksh 266,000 | 6.6% | Ksh 7,927 | 2.2 | 56b0d5d05a09...1bb2d73d |
| Agri-Input | fuel_price | physical | Ksh 208,000 | 5.1% | Ksh 2,178 | 0.8 | eac45864e8e9...c0678472 |
| Mshahara | cbk_rate_hike | neutral | Ksh 280,000 | 6.9% | Ksh 679 | 0.3 | 90b37341020a...1a3d190c |
| Invoice SCF | fuel_price | transition | Ksh 450,000 | 11.1% | Ksh 398 | 3.8 | 80a80c147bf0...e3eb1de7 |
| Chama | fuel_price | transition | Ksh 85,000 | 2.1% | Ksh 41 | 0.7 | 1c4e608123fc...c7f70006 |
| Soko RBF | fuel_price | transition | Ksh 68,000 | 1.7% | Ksh 75 | 0.6 | 8998518508bb...7ac43b11 |
| Trigger | Pillar | Status | Disclosure requirement | Evidence | Action | Deadline | Custody hash |
|---|---|---|---|---|---|---|---|
| Climate source data completeness degraded | governance | degraded | Governance oversight, controls, methodology, and sign-off evidence | Live concentration, forward risk, macro stress, and covenant reads: current 2 vs limit 4. | Block climate risk sign-off when any required risk source is unavailable. | same board cycle | 823430bc53c6...b68ebca0 |
| Transition risk exposure concentration degraded | strategy | degraded | Strategy resilience, transition exposure, opportunities, and financial planning evidence | Transition-sensitive exposure share: current 43.4% vs limit 35.0%. | Set product caps, pricing overlays, collateral haircuts, or transition plans for high-emission and fuel-sensitive lending. | same board cycle | 9a1aeeb108c3...b2182e01 |
| Physical risk exposure concentration degraded | strategy | degraded | Strategy resilience, transition exposure, opportunities, and financial planning evidence | Physical climate-sensitive exposure share: current 5.1% vs limit 25.0%. | Review drought, flood, water-stress, and collateral resilience for physically exposed segments. | same board cycle | f801c417617b...f992b7a3 |
| Climate stressed loss uplift degraded | risk management | degraded | Risk identification, assessment, scenario analysis, and remediation evidence | Stressed expected loss uplift on climate-sensitive exposure: current 1.0% vs limit 1.5%. | Translate climate-driven loss uplift into provisioning, pricing, capital, and limit actions. | same board cycle | 05963d95e238...cf92de4c |
| Financed emissions intensity proxy degraded | metrics targets | degraded | Metrics and targets, financed emissions, loss sensitivity, and progress evidence | Estimated financed emissions per KES 1M EAD: current 4.4 vs limit 4.5. | Replace proxy factors with borrower-level emissions data and set reduction paths for material portfolios. | same board cycle | 29ec1445c7f0...0f879628 |
| Green finance opportunity tracking degraded | strategy | degraded | Strategy resilience, transition exposure, opportunities, and financial planning evidence | Green or climate-positive exposure share: current 0.0% vs limit 5.0%. | Tag green-eligible loans, climate-smart collateral, and transition-finance opportunities in origination. | same board cycle | fbf2b1fc45ba...ea8213be |
| Climate scenario coverage degraded | risk management | degraded | Risk identification, assessment, scenario analysis, and remediation evidence | Forward scenarios, product impacts, covenants, and concentration rows: current 16 vs limit 6. | Extend climate scenario coverage across products, sectors, regions, covenants, and collateral classes. | same board cycle | 94c6eb701405...f8d81af0 |
| Climate methodology evidence degraded | governance | degraded | Governance oversight, controls, methodology, and sign-off evidence | Forward and macro methodology references: current 3 vs limit 2. | Attach climate scenario methodology, assumptions, proxy factors, limitations, and owner sign-offs. | same board cycle | 79c9c88302d2...48f644a2 |
| Climate covenant early warning degraded | risk management | degraded | Risk identification, assessment, scenario analysis, and remediation evidence | Watch, projected-breach, or breached covenant paths: current 0 vs limit 0. | Open borrower remediation, repricing, insurance, restructuring, or limit actions for covenant paths. | same board cycle | c827f7241917...eaa3d0bb |
| SME transition exposure | strategy | breach | Strategy resilience, transition exposure, opportunities, and financial planning evidence | SME 21.9% of EAD; financed emissions proxy 7.5 tCO2e. | Attach borrower transition, collateral resilience, insurance, pricing, and limit evidence for the classified exposure. | same board cycle | d6518d062040...94e3e256 |
| Biashara transition exposure | strategy | watch | Strategy resilience, transition exposure, opportunities, and financial planning evidence | Biashara 6.6% of EAD; financed emissions proxy 2.2 tCO2e. | Attach borrower transition, collateral resilience, insurance, pricing, and limit evidence for the classified exposure. | next climate risk review | 05eed7ebfeb1...e7f0cf2f |
| Agri-Input physical exposure | risk management | watch | Risk identification, assessment, scenario analysis, and remediation evidence | Agri-Input 5.1% of EAD; financed emissions proxy 0.8 tCO2e. | Attach borrower transition, collateral resilience, insurance, pricing, and limit evidence for the classified exposure. | next climate risk review | 2a26b7e22dbb...3ff52625 |
| Invoice SCF transition exposure | strategy | watch | Strategy resilience, transition exposure, opportunities, and financial planning evidence | Invoice SCF 11.1% of EAD; financed emissions proxy 3.8 tCO2e. | Attach borrower transition, collateral resilience, insurance, pricing, and limit evidence for the classified exposure. | next climate risk review | ef611b424417...a38d7e73 |
| Chama transition exposure | strategy | watch | Strategy resilience, transition exposure, opportunities, and financial planning evidence | Chama 2.1% of EAD; financed emissions proxy 0.7 tCO2e. | Attach borrower transition, collateral resilience, insurance, pricing, and limit evidence for the classified exposure. | next climate risk review | 6cabdab9c013...36ac111d |
| Soko RBF transition exposure | strategy | watch | Strategy resilience, transition exposure, opportunities, and financial planning evidence | Soko RBF 1.7% of EAD; financed emissions proxy 0.6 tCO2e. | Attach borrower transition, collateral resilience, insurance, pricing, and limit evidence for the classified exposure. | next climate risk review | 999a5debe7ae...e2ea4952 |
| Ksh 245 |
| Ksh 320 |
| Ksh 265 |
| fuel_price |
| 1.30x PD |
Highest stressed expected loss: Logbook at Ksh 151,546 driven by used_car_price_decline.
| 620 |
| execution 3/5d / dependencies 3/3 / legal ready / operational ready / customer ready / board ready |
| within |
| f463ddef92ee...cf1fd7a2 |
Rebalance climate-sensitive exposures, restructure affected borrowers, and refresh climate overlays. climate risk and agri credit / climate-agri-shock | 0.80% | execution 14/30d / dependencies 4/4 / legal ready / operational ready / customer ready / board ready | within | 0a9d7bf6d991...130d944c |
| 100.00% / 100.00% |
| Escalate any stressed result outside limit to the owning committee with management actions and evidence custody. |
| within |
| 389990780f14...c740ef33 |
Management-action quantification readiness Management actions should be credible, legally feasible, operationally executable, quantified, dependency-controlled, and customer-safe. | 100.00% / 100.00% | Quantify action benefits, clear dependencies, confirm feasibility, assess customer impact, and obtain committee approval. | within | bb6f3fc06f41...6173a52b |
Customer impact safeguards Stress testing should consider customer harm, conduct, redress, and operational-resilience impacts, not only financial ratios. | 100.00% / 100.00% | Attach vulnerable-customer, customer-harm, complaint, redress, and communications safeguards to each scenario and action. | within | 875ab1fe3c8d...eb8d21e0 |
Board challenge and signed-minute readiness Senior management and the board should challenge stress design, outputs, management actions, and evidence before reliance. | 100.00% / 100.00% | Attach signed minutes, challenge papers, owner notices, due-date acceptance, and custody evidence to each decision. | within | df5b2e9bdd3f...62ebd36e |
Enterprise stress manifest coverage Stress testing should be embedded into enterprise risk appetite, capital, liquidity, operational risk, data governance, assurance, and board control manifests. | 100.00% / 100.00% | Map missing enterprise controls and close findings before evidence export or supervisory response. | within | dc46d92642b6...50f04f36 |
Enterprise stress evidence custody Stress-testing evidence should be reproducible, retained, and exportable for boards, supervisors, internal audit, and model risk. | 100.00% / 100.00% | Attach custody hashes and package evidence for every scenario, result, action, reverse stress, decision, and domain-control row. | within | fd006ea8b192...11b7b7fd |