Stress testing in Excel


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.

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.
Hi Tsone, could you share with me the excel template? my email: