When a dynamic operating environment poses uncertainty across financial markets, scenario analysis and portfolio stress testing can help financial professionals model potential impacts on their investment strategies. In this episode of the FactSet Insight podcast, FactSet Principal Product Manager of Risk Kristina Bratanova-Cvetanova, CFA, discusses how to determine the appropriate shock factors, the use of historical scenarios and data, and incorporation of your own assumptions to assess portfolio risk and potential outcomes.
Listen now:
Apple Podcasts: Stress Testing Investment Strategies: Combining Historical Data and Projected Assumptions
Spotify: Stress Testing Investment Strategies: Combining Historical Data and Projected Assumptions
You can also read Kristina's risk analysis and stress testing articles on the FactSet blog.
This blog post is for informational purposes only. The information contained in this blog post is not legal, tax, or investment advice. FactSet does not endorse or recommend any investments and assumes no liability for any consequence relating directly or indirectly to any action or inaction taken based on the information contained in this article.