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Stress Testing Best Practices

MSCI cordially invites you to the third webinar in the series about Stress Testing.

During this webinar, we will discuss best practices in constructing hypothetical scenarios. Forward-looking hypothetical scenarios are a core part of the suite of stress tests that institutional investors should include in their stress testing programs. Hypothetical scenarios help identify portfolio vulnerabilities by allowing the simulation of a wide range of outcomes, including shocks that result in a breakdown of statistical patterns. We systematize the scenario construction process through a set of decisions about the factors, horizon and risk climate that characterize the stress event.



Agenda Topics Include:
  • The role of stress testing in the investment process
  • Motivation for using hypothetical scenarios to assess portfolio resilience
  • A step by step guide to constructing hypothetical scenarios
  • Practical examples

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