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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MSCI invites you to a webinar where we will discuss a framework for the creation of a BarraOne stress test where no historical references exist for the behavior of risk factors, horizon and risk climate that describe market risks resulting from a Greek default.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
Video - Client Only »
categories: Risk Management Analytics, Risk Management, Recorded Webinar, general