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Stress Testing

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Definition 

Stress testing is the assessment of the financial impact on a portfolio of severe but plausible events, of nature or magnitude often beyond what has been observed in the past.

Related Content 

Videos

Climate Risks in Financial Markets
Bayesian Nets for Stress Testing and Scenario Analysis
Bayesian Nets for Stress Testing

Industry analysis

"Make Finance be a Driver of Climate Mitigation and Adaptation"
Asset-Pricing and Risk-Management Implications of Climate Change
Features from the 13th EDHEC Eur ETF, Smart Beta & Factor Investing Survey
Thoughts & Afterthoughts on the EDHEC Climate Change Finance Conference
A Financially Justifiable and Practical Implementable Approach to Coherent Stress Testing

Publications

Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
A Financially Justifiable and Practically Implementable Approach to Coherent Stress Testing
The ERI Stress Testing Tool: A Coherent Approach to Stress Testing

 

 

Related Press Articles 

“HOW PRIVATE AND PUBLIC FINANCE CAN HELP US TO FIGHT CLIMATE CHANGE” – WORLD ECONOMIC FORUM (20/03/2018) 

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

 

About EDHEC-Risk Climate Impact Institute

EDHEC-Risk Institute is changing; going forward it will become EDHEC-Risk Climate Impact Institute (EDHEC-Risk Climate). This evolutions marks EDHEC Business School’s commitment to sustainability issues and will build on its ground-breaking research programmes that explore the relationships between climate change and finance. Our ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts. EDHEC-Risk Climate’s mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies.

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