SAS: 5 focus areas for successful stress testing
Increased complexity, expected frequency and firm-wide nature of scenarios present new challenges.
Stress testing is not new to the risk world. For a number of years, stress testing has helped analytical specialists quantify various aspects of potential loss. What is new is the increased complexity, expected frequency and firm-wide nature of scenarios that are required to be stress tested.
This change in scope has introduced several challenges. On the technology side, the challenges are
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