Stress testing valuations: are your models ready for market shocks?
Fireside chatCredit riskFinancial riskMarket risk
2025-09-24 | 03:35 PM - 04:05 PM | Market and credit risk stage
Informations
- How can firms enhance valuation models to account for sudden market dislocations and illiquidity?
- What lessons from past market shocks can be applied to improve scenario design for asset and portfolio valuation stress tests?
- How do tools like swing pricing and liquidity buffers affect asset valuations and investor outcomes during stress events?
- What organisational practices help ensure timely and accurate valuation adjustments under extreme market conditions?
