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Stress Testing (PRM Handbook, Vol. III)
Company: The Professional Risk Managers' Handbook, Vol III
Company Url: Click here to open
Year Of Publication: 2004
Month Of Publication: June
Resource Link: Click here to open
Pages: 12-18
Download Count: 0
View Count: 1933
Comment Num: 0
Language: English
Source: book chapter
Who Can Read: Free
Date: 8-10-2012
Publisher: Administrator
Summary
By now the need for stress testing of portfolios of financial instruments is taken for granted. We find stress testing on every list of risk management best practices. Stress testing has long-since been solemnized by regulators. If this chapter were to be simply a review of stress testing techniques, then I could immediately proceed by providing a typology and discussion of the various techniques that have been presented in the literature on the topic. I think, however, that an appreciation of the usefulness of stress testing requires that I first step back a bit and ask a couple of basic questions. The first question is, by what historical process have we arrived at this general acceptance of the need for stress testing. The second question is, by what conceptual framework have we concluded that stress testing is needed.
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Author(s)
Schachter, Barry Sign in to follow this author
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