Whither stress testing?

Risk analysis


In the September issue of Risk, I discussed the portion of the Basel Committee's July statement that describes intended revisions to the market risk component of Basel II. An important aspect of these revisions is making sure stress testing is incorporated systematically into the regular process for generating market risk information.

Commenting on my discussion, Barry Schachter notes that "it appears to have been accepted as a self-evident matter of fact" that "the results from portfolio stress

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

If you already have an account, please sign in here.


Want to know what’s included in our free membership? Click here

This address will be used to create your account

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: