An Application of Modern Social Sciences - Techniques to reverse stress testing at the UK Pension Protection Fund

An application of modern social science techniques to reverse stress testing at the UK Pension Protection Fund

This article described how mind maps were used to create reverse stress tests for the UK pension protection fund in the UK. It was interesting in that the technique gave better understanding of risks and made the links between various risks more visible. Neil Cantle was also involved in this paper. -This paper discusses the principles and objectives of reverse stress testing in the special case of the PPF and then illustrates the application of complex system science techniques for the purpose of reverse stress testing.