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Stress Testing

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Definition 

Stress testing is the assessment of the financial impact on a portfolio of severe but plausible events, of nature or magnitude often beyond what has been observed in the past.

Related Content 

Industry analysis

Asset-Pricing and Risk-Management Implications of Climate Change
Features from the 13th EDHEC European ETF, Smart Beta and Factor Investing Survey
Thoughts and Afterthoughts on the EDHEC Climate Change Finance Conference
A Financially Justifiable and Practical Implementable Approach to Coherent Stress Testing

Publications

Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
A Financially Justifiable and Practically Implementable Approach to Coherent Stress Testing
The ERI Stress Testing Tool: A Coherent Approach to Stress Testing

Videos

Bayesian Nets for Stress Testing and Scenario Analysis
Bayesian Nets for Stress Testing

 

 

Related Press Articles 

“HOW PRIVATE AND PUBLIC FINANCE CAN HELP US TO FIGHT CLIMATE CHANGE” – WORLD ECONOMIC FORUM (20/03/2018) 

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

 

About EDHEC Risk

Part of EDHEC Business School and established in 2001, EDHEC-Risk Institute has become the premier academic centre for industry-relevant financial research. In partnership with large financial institutions, its team of permanent professors, engineers, and support staff, and research associates and affiliate professors, implements seven research programmes and six research chairs, industrial partnerships and private research projects focusing on asset allocation and risk management. Additionally, it has developed an ambitious portfolio of research and educational initiatives in the domain of investment solutions for institutional and individual investors. As part of its “Make an Impact” signature, EDHEC-Risk plays a noted role in furthering applied financial research and systematically highlighting its practical uses.

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