What you'll accomplish
By the end of this guide, you'll have a comprehensive scenario library for your risk models — 20–40 stress scenarios covering your key risk domains, ready to use in your next stress testing cycle, risk committee discussion, or contingency planning session. A scenario library that would normally take days to compile will be ready in under an hour.
What you'll need
How-To Guide: Build a Scenario Analysis Library with ChatGPT
I'm a risk analyst at a [regional bank / mid-size insurance company / corporate treasury function]. Key characteristics: [size, geography, business lines, key exposures]. I need to build a scenario library for [stress testing / risk committee / business continuity planning].
Press Enter to set the context, then proceed to the scenario generation.