Stress-Testing in BarraOne: Contemplating a Eurozone Breakup

MSCI invites you to a webinar where we will discuss a framework for the creation of a BarraOne stress test where no historical references exist for the behavior of risk factors, horizon and risk climate that describe market risks resulting from a Greek default.

Agenda Topics Include:

• Cross-asset risks resulting from a hypothetical Greek default
• Defining a stress test by choosing relevant market variables for predictive shocks
• Results of implementing stressed scenarios on equity and fixed income portfolios
• Technical implementation how-to in BarraOne