Implementing a Portfolio Stress-testing Programme

Research output: Contribution to specialist publicationArticle

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 and then artificial stress-tests. This sixth and final article in the current series looks at how a stress-testing programme might be applied to portfolios.
Original languageEnglish
Number of pages3
Specialist publicationDISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication statusPublished - 21 Jun 2017
Externally publishedYes

Bibliographical note

Q39

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)

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