---
title: Finding the Blind Spots Before It's Too Late: A (Reverse) Stress Testing Approach for Asset Liability Management
url: https://www.ml-quant.com/papers/ssrn/4582564/
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 4582564
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4582564
featured: 2023-09-28
citations: 0
topic: Risk, Credit & Banking
---


# Finding the Blind Spots Before It's Too Late: A (Reverse) Stress Testing Approach for Asset Liability Management

The article presents a new toolkit that uses AI and yield curve modelling to detect potential risks in bank balance sheets, illustrated with two hypothetical banks.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4582564
- Identifier: SSRN 4582564
- Released: 2023-09-25
- First featured: Quant Letter No. 17 (2023-09-28): https://www.ml-quant.com/issues/2023-09-28/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Risk, Credit & Banking

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