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 language | English |
|---|---|
| Number of pages | 3 |
| Specialist publication | DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article |
| Publication status | Published - 21 Jun 2017 |
| Externally published | Yes |
Bibliographical note
Q39ASJC Scopus subject areas
- Economics, Econometrics and Finance(all)