Market whipsaw spurs calls to rethink buy-side stress-testing
Risk Live Boston: Morgan Stanley and BlackRock urge rethink of scenario assumptions and top-down factor models
Buy-side risk experts have said the tariff-driven volatility of the past few days has highlighted the need for flexible approaches to stress-testing, with a move beyond traditional assumptions and risk factor definitions.
“We live in times where we see things we have never seen before [and] we have dynamics that play out differently than the past,” said Mohamed El Hioum, executive director at Morgan Stanley. “The key is that you need to sit down with your business to understand the relationships
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