“We’re seeing a growing number of hedge fund managers look at stress testing, in addition to VaR [value at risk], as part of their risk management,” says Lance Smith, CEO of Imagine Software, a ...

“We wanted to investigate how second pillar pension funds react to financial crises and how to protect them from the crises,” says Kaunas University of Technology (KTU) professor Dr Audrius ...

The Securities and Exchange Board of India (SEBI) has set out the core settlement guarantee fund (SGF), stress testing and default waterfall procedures in its circular ‘Core Settlement Guarantee Fund, ...

March 15 (Reuters) - Indian asset managers disclosing stress test results on small- and mid-cap portfolios showdisparity in the duration to liquidate their portfolios. The Securities and Exchange ...

The U S. Federal Reserve included a new facet of its annual stress test designed to explore "additional hypothetical risks" to the banking system. This year, the Fed studied the rapid repricing of ...

How Investment Teams Use Stress-Testing Types of Portfolio Scenario Analysis An Easier Way to Analyze Portfolios With Morningstar Direct How Investment Teams Use Stress-Testing How Investment Teams ...

Liquid alternatives are sold as strategies that improve portfolio diversification, especially when traditional stock and bond markets tank. Have they passed the test that markets have posed this year?

LME Clear again emerged as the most heavily impacted clearing house in the Bank of England’s latest stress test of central ...