Abstract
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.
Original language | English |
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Number of pages | 3 |
Specialist publication | DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article |
Publication status | Published - 24 May 2017 |
Externally published | Yes |
Bibliographical note
Q35ASJC Scopus subject areas
- Economics, Econometrics and Finance(all)