Numeraxial Model Risk service provides assessment of analytic discrepancies of your investment models to enhance the performance of your model. Advanced modeling techniques of portfolio management, operations and execution.
The Stress Testing method is used to identify potential losses due to extreme event-related conditions that might not have been captured by standard Value at Risk VaR analysis. In our library, we consider two groups of historical events: moderate and severe.
|Currency Sell Off||Bond Sell off||Other Sell Off|
|1||09/15/92 British pound sell-off||1981 Bond Crash||1973 Oil Crisis|
|2||01/23/97 Mex Peso Devaluation||1998 Russian devaluation||Mexican Credit Crisis 1990|
|3||01/15/2015 Swiss Franc flash crash||US Gov't Bond sell-off||Enron Failure|
|Equity Sell Off||Bond Sell Off||Technical Glitches|
|1||10/1987 Black Monday||10/27/1997 Asian Financial Crisis||May 10,2010 Flash Crash|
|2||2000 Dot com Bubble||2012 Greek crisis||2012 Facebook IPO|
|3||2008-2009 Financial Crisis||LTCM||08/2012 Knight Capital Partners|