Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I am doing a research for a paper for market risk stress testing. In fact I found some information on the web about this important topic such as:

However, this papers are mostly theoretical and do not talk about best practices or specific examples of market risk stress tests. I really would value a simple R example to understand the underlying calculations?

I appreciate your answer!

share|improve this question

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.