In June-2022 the Fed said that all banks that took part in this period's stress test passed. This is great news for...
TAG ARCHIVE
stress-testing
Geo-political Risks and Risk Analyses for Multi-Asset Portfolios
For portfolios with relatively simpler asset mix (i.e. wealth management) - risk factor shocks such as change in...
Real-time Analysis of Multi-Asset Portfolios: Forward Looking (Ex-Ante) Risk View – Stress Testing & What-If Analysis
THE PROBLEMWhat are the key forward looking risk measures necessary to perform effective risk analysis on a...
Stress Testing Need For Multi-Asset Portfolios
Multi-asset portfolios are difficult to monitor and manage because of the complexities of the instruments they hold,...
Stress Testing & Scenario Analysis Of Global Multi-Asset Portfolios
THE PROBLEMTo understand the effect of changes to risk factor(s) and/or the impact of historical stress event(s) for...