In previous articles Quintin Rayer gave an overview of portfolio stress-testing, what it can and cannot do, offered a definition, and outlined the range of stress-test methodologies available with a classification, before focusing on historical stress-tests. In this fifth article in the series he explores techniques used in applying artificial stress-tests to portfolios.
|Number of pages||3|
|Specialist publication||DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article|
|Publication status||Published - 24 May 2017|
ASJC Scopus subject areas
- Economics, Econometrics and Finance(all)