| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 37 of 145 | 74% | 10 of 20 | 50% | 19 | 21 | 13 | 33 | 9 | 11 |
| CreditSpreadEvent(String, Criterion, Criterion, Criterion, Criterion, Criterion, Criterion, Criterion, SystemicStressShockIndicator) | 94% | 50% | 10 | 11 | 1 | 13 | 0 | 1 | ||
| Standard(String, double, double, double, double, double, double, double, SystemicStressShockIndicator) | 80% | n/a | 0 | 1 | 3 | 11 | 0 | 1 | ||
| scenario() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| baaSpreadChange() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| snp500Return() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| ust5YChange() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| ust10YMinus3MChange() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| fxChange() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| wtiSpotReturn() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| snpGSCI() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| systemicStressShockIndicator() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |