A Stress Test in RiskManager: What If Greece Leaves the Euro?
As the financial press wonders about a potential Greek exit from the eurozone, the question arises what the effects would be on the financial markets.
Please join us for a webinar in which we discuss how a Greek exit scenario can be modeled in RiskMetrics RiskManager, in order to assess the impact of a Greek exit on your portfolio.
- A Best Practice approach to modeling what would happen in case of a Greek exit scenario?
- How to build a predictive stress test design to model the impact on the Eurozone
- Examples of the impact of this "Greek Exit" stress test on two example portfolios
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