Balanced Risk Strategies, Ltd. - Martin Pergler
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News and thoughts. Read at your own risk!

Stress testing, scenarios, and extreme events

26/2/2015

 
Presenting as invited speaker on the above topic at the 3rd Kuwait ERM conference on March 30. Very important topic -- in my opinion stress testing is a crucial but still not very systematically discussed topic in the nonfinancial sector. And the interplay of "business as usual" risk modeling (e.g. cash flow at risk models), scenarios, and stress testing is an important part of framing robust risk management.

Update Apr 8, 2015: Presentation is available for download at the conference site​

Animal spirits and business cycles

20/2/2015

 
Interesting commentary on varying volatility, economic regime change, and confidence in scenarios.
Amplifies my belief that scenarios (for important foundational unknowns, potential regime changes, and stress testing) and probabilistic modeling for business-as-usual risks can and need to coexist for good risk-informed decisionmaking.

And it's a cool title to boot.
Rhys Bidder: Animal spirits and business cycles​

    Martin Pergler

    Principal, Balanced Risk Strategies, Ltd..

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