The chapter aims to adress issues of interest for specialists working in the area of stress testing and scenario generators. Among other, a minimal goal would be to answer and launch a discussion around questions like:
- What does stress testing trying to achieve?
- How shall it add value for the financial community?
- Is the way stress testing is applkied today efficient and effective?
- How would stress testing look like if the key players would not be regulated?
Chair: Prof. Dr. Erich Walter Farkas, University and ETH Zurich, Co-President SRA
Chapter Manager: Dr. Boris Wälchli, University of Zurich
Advisory Partner: Pascal Roth, Trestle Group
We plan to offer yearly 3 chapter meetings. These are for members only. Please consult our upcoming events page to view and register for chapter meetings and visit our past events page so see more details and photos.