We Have a Stress Test App–Check It Out

The Stress Test App is the latest addition to the current collection of customizable apps available in the Imagine Marketplace. Similar to the other simulation tools in Imagine, the Stress Test App uses archived data to stress current portfolios and generate robust historical simulations that estimate how a portfolio would perform under documented periods of extreme risk volatility.

The Stress Test App provides value-added features on top of regular historical stress testing abilities: advanced control over your inputs coupled with the ability to analyze your output in great detail. The App:

  • creates output that clearly explains the variables used to calculate the theoretical values
  • offers greater user-control over the logic and defaults to generate simulations

Additionally, a companion dashboard provides at-a-glance simple views that clearly identifies a portfolio’s strengths and vulnerabilities under a pre-defined stress scenarios.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

w

Connecting to %s