Abstract
In previous articles Dr 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. In this fourth article in the series he
explores techniques used for applying historical stress-tests to portfolios.
what it can and cannot do, offered a definition and outlined the range of stress-test
methodologies available with a classification. In this fourth article in the series he
explores techniques used for applying historical 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 - 4 May 2017 |
Externally published | Yes |
Bibliographical note
Q32ASJC Scopus subject areas
- Economics, Econometrics and Finance(all)