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SystemicRiskReferences8
Reference | Title | Link |
IAA (2013b) | Stress Testing and Scenario Analysis | here |
Executive Summary
"This paper provides an actuarial perspective on scenario analysis and stress testing. As part of the analysis of risks to the financial condition of a firm, these methods are essential tools for effective risk management and macro prudential oversight. They can enhance the understanding by its stakeholders of the financial vulnerability and viability of the firm. A scenario describes a consistent future state of the world over time, resulting from a plausible and possibly adverse set of events or sequences of events. A stress test provides an assessment of an extreme scenario, usually with a severe impact on the firm, reflecting the inter-relations between its significant risks ..." |
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