Stress testing, scenarios, and extreme events

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​