How to Face Extreme Market With Stress Testing?

7 Pages Posted: 6 Feb 2020

See all articles by Angelica Lobo

Angelica Lobo

Atma Jaya Makassar University

Viona Arnica

Atma Jaya Makassar University

Marselinus Asri

Atma Jaya Makassar University

Date Written: January 14, 2020

Abstract

The purpose of this paper is to describe stress testing analysis mechanism. A corporate could be said to be capable of against extreme market flows if it can make that market on the predictable situations or risk measurement. Finally, this paper explains two approaches of stress testing- they're sensitivity analysis and scenario analysis, its types and data flow.

Keywords: stress testing, stress test types, stress test's data flow, sensitivity analysis, and scenario analysis

JEL Classification: G1, G14

Suggested Citation

Lobo, Angelica and Arnica, Viona and Asri, Marselinus, How to Face Extreme Market With Stress Testing? (January 14, 2020). Available at SSRN: https://ssrn.com/abstract=3519105 or http://dx.doi.org/10.2139/ssrn.3519105

Angelica Lobo (Contact Author)

Atma Jaya Makassar University ( email )

jln Tanjung Alang no 23
makasssar, ID south sulawesi 90224
Indonesia
0411 871038 (Phone)

HOME PAGE: http://www.uajm.ac.id

Viona Arnica

Atma Jaya Makassar University

Jl..Tanjung Alang No.23
Makassar, South Sulawesi 90233
Indonesia

Marselinus Asri

Atma Jaya Makassar University ( email )

Jl..Tanjung Alang No.23
Makassar, South Sulawesi 90233
Indonesia

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