Dear Daria,

Pls let me know which sress testing you are referring to? Is this (1) the
stress testing  for Internal Model Approach of Pillar 1 of  Basel II , or
(2) Stress testing for additional buffer risk capital requirement under
Pillar 2 of Basel II.

Whereas the first stress testing relates to testing the adequacy of
VaR-based risk capital   generating different stressed scenerio changing
correlation and others , the second one aims at finding what is the addition
risk capital requirement (in addition to pillar I regulatory risk capital)
for unexpected losses under stressed scenerios  where its reates to the
balance sheet.

After you let me which stress testing you  rrefer here, then I can provide
you resources.

Kind Regards,
Debashis


On 11/07/2008, Dario Nicodemi <dario.nicodemi@proximaalfa.com> wrote:
>
> Dear All,
>
> First of all, apologies if this is not the write place to post this
> request. I was looking for some material related to Stress Testing
> (packages, books, articles).
>
> Any suggestions will be appreciated.
>
> Kind regards
>
> Dario
>
>
>
>
>
>
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