skip to navigation skip to content

Financial Catastrophe Stress Tests for Investment Portfolios

The recent round of stress tests to check the health of banks and economic institutions has highlighted issues in the design and implementation of stress tests.

The University of Cambridge Centre for Risk Studies has developed a new suite of four coherent stress tests that represent extreme 'real-world' examples of future hypothetical global financial crises for use in investment portfolio management, business risk management, and policy-making.

  • Global Property Crash estimates the impact of a series of property bubble collapses beginning with collapse of the Chinese property market and spreading to a number of other property markets worldwide, to estimate the consequences for banks and financial institutions as the crisis spreads through the global financial system.
  • Eurozone Meltdown explores the impact of the breakup of the Euro trading bloc in a cascade of sovereign defaults.
  • High Inflation World depicts the impact of a period of sustained high inflation brought about through price hike spirals.
  • Dollar Deposed considers the effects of the de-Americanization of the financial system if the US dollar were replaced by the Chinese renminbi as the world's dominant reserve currency.

Join us in London for a presentation of these financial catastrophe stress tests for investment portfolios.

Events

This event has now passed. 

View all Centre for Risk Studies events