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The evolution of stress-testing capabilities, design and monitoring

Risk technology, data strategy and innovation audiocast series (part 3 of a series of 3)

In the third part of this risk technology, data strategy and innovation audiocast series sponsored by FactSet, Zoi Fletcher talks to Julien Cuisinier, head of investment and credit risk at Artemis Investment Management, and Boryana Racheva-Iotova, senior director of risk and quantitative analytics at FactSet, about the changing requirements for stress tests and how they are being constructed and monitored.

Nobody could have foreseen the impact of the Covid-19 pandemic on our lives, economies and markets. But could the lessons learned better prepare risk managers for hedging against future black swan events? This series of three short audiocasts gathers insights from risk managers on how Covid-19 has changed how they consider risk technology, data and risk strategies, and stress-testing.

Topics covered in this audiocast:

0:52 – How buy-side stress-testing capabilities have evolved with the risks and opportunities set in motion by Covid-19

4:24 – How firms are constructing stress tests to ensure the findings can be effectively translated into pre-trade strategies

7:53 – Collaboration and communication between risk and investment teams in the design of stress tests

10:24 – How risk teams are monitoring risk assessments as stress-testing becomes more automated

 

This audiocast was recorded on June 10, 2021

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