A regional bank collaborated with Prescio to perform DFAST Stress Testing model validation for the Commercial and Industrial (C&I) Credit Risk Model. The model forecasts C&I loan probability of default given pre-determined loss given default rate for currently growing loans, under three supervisory scenarios: Base, Adverse, and Severely Adverse. Transition matrix was used in the model development. Prescio reviewed the model methodology, assessed the data assumption, and compared the outcome analysis of current model with prior model.