Testing times, part 2

Research output: Contribution to specialist publicationArticle

Abstract

WHAT IS THE ISSUE?
Stress tests can help to assess the adverse impacts of extreme market moves on portfolios. Different types of stress test have advantages and disadvantages that make them more (or less) appropriate for addressing specific concerns.

WHAT DOES IT MEAN FOR ME?
Appreciating different stress-testing approaches helps you critically appraise proposed test suitability, helping ensure robust outcomes when determining the impact on portfolios and any resulting restructuring.

WHAT CAN I TAKE AWAY?
Protecting portfolios from adverse consequences of extreme events is possible, and, in the process, you will have made an active contribution to fulfilling your fiduciary duties.
Original languageEnglish
Pages66-69
Number of pages3
Volume25
No.3
Specialist publicationSTEP Journal
Publication statusPublished - 1 Apr 2017
Externally publishedYes

Bibliographical note

Q29

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)

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