Episode 342: From “Known Unknowns” to Quantified Risks: Enhancing Portfolio Construction with Stress & Scenario Testing
Update: 2025-12-09
Description
Tobias Gummersbach, Enterprise Capital Strategist at New England Asset Management, joins the InsuranceAUM Podcast to discuss how insurers can apply stress and scenario testing to strengthen portfolio construction. With a focus on translating complex risks into clear, actionable insights, Tobias explains how these tools can help insurers evaluate exposure, guide asset allocation decisions, and support long-term capital planning.
The conversation covers how insurers can move beyond traditional risk measures to better understand the potential impact of severe but plausible events. Tobias shares practical examples of how scenario testing is being used in real-world investment strategy, helping firms assess trade-offs between risk and return, improve communication with stakeholders, and better align portfolios with enterprise risk objectives. This episode provides valuable insights for insurance investment professionals navigating an increasingly complex risk environment.
The conversation covers how insurers can move beyond traditional risk measures to better understand the potential impact of severe but plausible events. Tobias shares practical examples of how scenario testing is being used in real-world investment strategy, helping firms assess trade-offs between risk and return, improve communication with stakeholders, and better align portfolios with enterprise risk objectives. This episode provides valuable insights for insurance investment professionals navigating an increasingly complex risk environment.
Comments
In Channel
Download from Google Play
Download from App Store
United States00:00
00:00
1.0x
