Friday morning, I had the honor to discuss a presentation by Alexander McNeil, on Stress Testing and Reverse Stress Testing, at the Financial Risks International Forum on Risk Dependencies (here).

This was an opportunity to rediscover techniques I have studied briefly a few years ago, on outliers detection, namely the bagplot (I will probably upload a post on that topic soon, in French unfortunately). The slides of my discussion are available here.
http://freakonometrics.hypotheses.org/5338
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (March 26, 2010). Discussion on stress scenarios. Freakonometrics. Retrieved February 6, 2026 from https://doi.org/10.58079/oudj