News / 2013

Upcoming PRMIA Webinar on Stress Testing by EVMTech

February 12, 2013

The Professional Risk Managers’ International Association (PRMIA) is organizing a webinar on Design of Stress Scenarios Consistent with Regulatory Stress Test presented by Bahram Mirzai and Ulrich Müller from EVMTech.

In this webinar the presenters will provide an outline of stochastic scenario generation for a wide range of market and credit risk factors, as well as macro-economic variables. They then explore several options to create stress scenarios that are consistent with scenario values provided by regulators. Applications of the approach to portfolio valuation and reverse stress testing are discussed. To register for the event click here.

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