Stress and Scenario Testing

Key Objectives:

• Produce useful reference document for stress and scenario testing (SST) practitioners and stakeholders
• Enhance understanding of SST, its strengths and weaknesses
• Raise profile of SST
• Promote more debate within the actuarial profession on SST
• Bring insights on SST from outside the actuarial profession
• Promote development of SST concepts and approaches

Outputs:

• The Rise and Rise of Stress and Scenario Testing (Life Conference, 2013)
• Results of Life Insurance Stress and Scenario Testing Survey 2013
• SIAS paper and slides in late 2014.