What Will The March Unemployment Rate Show
As every market watcher or person stuck at home watching cable news is now aware, Initial Jobless Claims came in at a staggering 6.6m new claims. With the revision to...Read More
How Fast? Historically Fast.
Last week as I was watching the markets I was thinking that this must be the fastest 30% drop in history. As things happen, I didn’t have the time to...Read More
How’s VaR working out?
If there is one theme that underpins our writing on risk, it is that stress testing and scenario analysis are far superior to value at risk (VaR) measures. It is...Read More
Panic at the Disco!
I started this post on March 11, 2020. It was not a good day. Today is March 12, and it is worse. Much worse. Historically worse.
Coronavirus Follow-up
COVID-19 gives us a rare opportunity to watch a stress play out in real time. And in this case, I actually made a prediction for how markets would react, so this blog will look at the progress of the virus and the suitability of the original prediction given the passage of time.
Add or Create your own Custom Stress Tests
How to change scenarios How to create a Custom Stress Test PortfolioCrashTest has always been able to choose different scenarios to stress test your portfolios. However, in PCTpro you can...Read More