| 摘要 |
Financial investments may be stress tested to manage risk. To stress test financial investments, a sequence of future economic market events is determined to use to analyze a portfolio, and indices associated with the portfolio are determined. Portfolio data associated with the portfolio is received, and the portfolio data indicates the volatility of the portfolio during a predefined time period. Index data associated with each index of the economic market is received, and the index data indicates the volatility of each index during the predefined time period. A correlation factor associated with the future economic market is determined. Using a processor, a calculated measurement of each index is determined according to the market data, the index data, and the correlation factor. The processor calculates a future index event according to the future market event and the calculated measurement of the index. |
