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Stress testing in Excel

yinling

New Member
Yes sure write me an e-mail in private conversation. I have learned some stress testing models in VAR and have come across some Excel templates for stress simulations. As for ideal software, I don't know if there exists such software focusing on stress-testing, what I meant in customized software was creating your own software in C++ for example which makes it by far flexible than excel if you are using such methods frequently rather than to struggle cell-by-cell in excel.

Edit:
Loan Portfolio Stress Testing – Young & Associates, Inc.
But before, this might be interesting for you. They are quite expensive though. I just outlined that some guys out there are working to create particular stress testing models for various scenarios in Excel.
@ChrisN
Hi Tsone, could you share with me the excel template? my email: leeyinling11@gmail.com.
Thanks.
 
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