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Qfinr has a unique approach to stress test portfolios. It models the behaviour of the test portfolio(s) assuming that it was a live portfolio during past episodes of market breakdown such as the Global Financial Crisis or the 2020 Covid driven sell off. Each such episode has a start data and an end date. The Qfinr Stress Test module values each instrument and the portfolio at the values prevailing on the start date and on each subsequent date until the end date and compares the values against an index. The results are presented on a chart for easy reading and the portfolio statistics are also shown for a deeper understanding.