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Stress Testing in RiskManager: Contemplating a Eurozone Breakup

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you to a webinar where we will discuss a framework for the creation of a RiskMetrics RiskManager stress test where no historical references exist for the behavior of risk factors, horizon and risk climate that describe market risks resulting from a Greek default.

Join us for future webinars in a series about stress testing:

  • March 8 - Stress Testing: Currency Risk in the Eurozone
  • March 20 - Stress Testing Best Practices
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 Risk Manager 4

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