波士顿咨询——压力测试介绍StressTesting.pptVIP

ABSTRACT This deck describes the importance of Stress testing in the context of Risk Management Based on the overall purposes of Risk Management it is shown that the traditional risk measuring methods are not sufficient and have to be extended Examples how to develop stress testing scenarios for market, credit and operational risk are provided The deck also contains a short overview on relevant software providers AGENDA Introduction and definitions Stress testing as extension of the traditional VaR approach Integration of stress testing into the overall risk management concept Developmen