This course introduces Macro Stress Amplification Risk within the Commercial Vehicle Retail Credit process. It focuses on assessing how macroeconomic factors such as economic downturns, inflation, interest rate changes, and market disruptions can amplify distress outcomes across credit exposures. Learners will explore key concepts such as risk correlation, systemic risks in distressed assets, borrower viability, and asset valuation. The course also examines how macro stress amplification risk differs from broader portfolio diversification strategies and highlights the senior credit leader’s role in setting portfolio limits, governing exception criteria, and managing concentration and systemic risks across the portfolio.