Funds turn to stress-testing in fast-forward and reverse

Buy-side risk survey: Covid-19 is changing the way investors think about stress tests

This is the seventh in a series of articles connected to our buy-side risk survey. Click here to read the rest of the series.

In February and March, a public health crisis that began in the Chinese city of Wuhan spilled over into the global financial markets, wiping out more than three years of stock market gains in a matter of weeks. As investors dashed for cash, cracks began to appear in the typically safe and liquid market for US Treasuries. Banks with fortress balance sheets saw their

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here