Chapter Description

This chapter addresses topics of interest for specialists working in the area of stress testing and scenario generators. Among other, it aims to answer and launch a discussion around questions like:

  • What is stress testing trying to achieve and how is it evolving?
  • How shall it add value for the financial community as well as to regulated industries?
  • Is the way stress testing is applied today efficient and effective?
  • How would stress testing look like if the key players would not be regulated?
  • What can be learned from and leveraged across industries?

Chapter Lead

Chair: Prof. Dr. Erich Walter Farkas, University and ETH Zurich, Co-President SRA
Manager: Dr. Markus Mocha, UBS
Advisory: Stefan Köhler, Trestle Group