title = "Stress Testing"

content = """
Stress testing assesses portfolio behavior under extreme scenarios.
It complements VaR by capturing tail events and regime shifts.

**Historical Scenarios** replay past crises: 2008, 2020 sell-off,
and region-specific events. Relevance depends on current portfolio.

**Hypothetical Scenarios** design custom shocks: rate spikes,
correlation breakdown, liquidity drought. Flexibility supports
tailored analysis.

**Reverse Stress Testing** identifies scenarios that would cause
severe loss. Informs risk mitigation priorities.

**Reporting** to management and regulators demonstrates risk
awareness. Action plans for severe scenarios support resilience.
"""

version = "0.0.1"
