Fragmented World can lead to 750 billion USD loss in stress test | Norges Bank Investment Management
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摘要
What might happen to the fund’s value in a fragmented world scenario? 📊
Our recently published hypothetical stress test report reveals:
📉 In our Fragmented world scenario, the fund’s value can decrease by 37%
That’s about 7.8 trillion kroner down from today’s value.
In this video, you learn more from our Lead Geopolitical Risk Analyst Riga Tenzin.
We manage the fund with the aim of the highest possible return with moderate risk. To achieve this, we need to identify, measure and manage the risks the fund faces. We use multiple approaches and metrics to assess the risk in our management of the fund:
📊 Stress testing
📊 Concentration analysis
📊 Factor exposure
📊 Liquidity risk
The stress test is a collaborative effort from our strategy research team and our risk department.
We also get input from our internal investment professionals. This is to ensure thorough testing, with a keen eye to detail.
The full report is available here: https://www.nbim.no/contentassets/c7d3b015300d48a1ac0136f069b9bed7/gpfg_stresstesting-2025.pdf
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