---
title: A Quantitative Approach to Historical Stress Tests
url: https://www.ml-quant.com/papers/ssrn/4531808/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4531808
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4531808
featured: 2023-08-09
citations: 0
topic: Risk, Credit & Banking
---


# A Quantitative Approach to Historical Stress Tests

The paper introduces a new method for defining historical stress tests in finance, classifying them into four types and using volatility as a key component in their definitions.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4531808
- Identifier: SSRN 4531808
- Released: 2023-08-04
- First featured: Quant Letter No. 11 (2023-08-09): https://www.ml-quant.com/issues/2023-08-09/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Risk, Credit & Banking

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