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Vivek Sridhar
Research and Insights
Articles by Vivek Sridhar
What If Greece Leaves the Euro?
Research Report | Jun 30, 2015 | Carlo Acerbi, Thomas Verbraken, Zsolt Simon, Vivek SridharStress Testing the Greek Exit Scenario Using MSCI RiskManager This Product Insight uses MSCI RiskManager to examine the potential effects of a Greek exit from the euro, explaining the detailed assumptions behind our stress test design. We make use of RiskManager's predictive stress test tool, which starts with user-defined hypothetical shocks on a few core risk factors (singled out as the drivers of the global crisis) then propagates shocks on all markets. In this current exercise, we employ...