Recommendations for developing a Stress and Scenario Testing framework
By Emma Hutchinson and Fred Vosvenieks
15 February 2019
This note provides high-level recommendations for insurance companies when developing or enhancing their Stress and Scenario Testing (SST) framework. It includes general principles, purpose of the SST framework, risks to be covered, tests to include, methodology and calibration decisions, weaknesses and limitations, and frequency, ownership and reporting.
About the Author(s)
Emma Hutchinson
Fred Vosvenieks
Contact us
We’re here to help you break through complex challenges and achieve next-level success.