Stress Testing Challenges
Antoine Bezat  1  , Vivien Brunel  2  , Ali El Hamidi  3  , Amine Amri  4  
1 : BNP Paribas
BNP Paribas
2 : Société Générale
Société Générale
3 : Credit Agricole
Credit Agricole
4 : Natixis
NATIXIS

Agenda

Model uncertainty and challenges, by Antoine Bezat

Scenario generation and data science, by Vivien Brunel

How reliable are model based stress tests results, by Ali El Hamidi

Climate risk stress testing, by Amine Amri



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