Stress Portfolio

The constellation of events and situations that cause stress in a person's life
References in periodicals archive ?
For the analysis, Fitch created a stress portfolio based on the transaction's portfolio profile tests and collateral quality tests.
ALPCO Vice President of Sales & Marketing Karen Stein had this to say of the distribution agreement, “We have a broad, well-established Cardiovascular & Oxidative Stress portfolio, so we are excited to bolster our current offering by adding Detroit R&D's unique products in this space.”
Our current rating process uses a stress portfolio and cash flow assumptions that already factor in fixed rate and weak recovery asset exposure.
As the loss rates for the current portfolio are below those modelled for the stress portfolio, the sensitivities shown in the initial new issue report still apply.
Stress Portfolio: For the analysis, Fitch created a stress portfolio based on the transaction's portfolio profile tests and collateral quality tests.
To further stress portfolio concentration Fitch modelled the portfolio with the largest asset in default and assumed no recovery.