The Global Risk Institute is presenting a seminar in New York City by d1g1t’s CEO Dan Rosen on June 14 2017 titled: “Integrating Economic Scenarios with Market and Credit Risk Simulation Analytics for Stress Testing”. Dr. Rosen will be presenting a new practical scenario analysis methodology developed jointly with David Saunders, a professor at the University of Waterloo and d1g1t’s head of research. While scenario analysis and stress testing have been an explicit part of risk management systems for over two decades, the typical scenario tools are still generally quite static and largely subjective. This seminar shows how one can create meaningful stress scenarios for risk portfolio management, which effectively combine economic forecasts and “expert” views with portfolio simulation methods, and demonstrate the methodology through some real-life examples.
For more details on the event go to: http://globalriskinstitute.org/event/integrating-economic-scenarios-market-credit-risk-simulation-analytics-stress-testing/. From this site you can access the event livestream, as well as download the presentation and the research paper. For further inquiries contact us at firstname.lastname@example.org.