MSCI: Scenarios, Stress Tests And Strategies For 2016

A framework for stress testing is essential for quantifying the effect on portfolios of a range of shifts in markets, liquidity and the macroeconomy. Meaningful tests require scenarios that anticipate known unknowns (e.g., the pace of interest rate hikes) for both adverse events (e.g., emerging-market economies decelerate) and positive events (e.g., the U.S. economy accelerates). MSCI identified 12 stress points globally that form the basis for scenario design. The search for yield

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