A more detailed look at portfolio stress-testing

Research output: Contribution to specialist publicationArticle


In a previous article Quintin Rayer gave a brief overview of portfolio stress-testing.
This follow-up article looks more closely at what portfolio stress-testing is, what it
can and cannot do and offers a definition.
Original languageEnglish
Number of pages3
Specialist publicationDISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication statusPublished - 13 Feb 2017
Externally publishedYes

Bibliographical note


ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)

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