MSCI Best Practices in Scenario Design and Stress Testing

Please join us for a webinar that reviews Best Practices in Scenario Design and Stress Testing with Carlo Acerbi, Executive Director, Risk and Regulation Research.

• Stress Testing: Distinguishing Scenario from Sensitivity Analysis
• Defining Scenarios: Challenges and Best Practices
• The Fundamental Role of a Macro Model for Scenario Consistency
• New Diagnostics for Proper Shock Propagation
• Best Practices: Stress Testing and Oil Shock