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Hi I'm looking for a stress test, ideally with some sort of probability attached, and preferably based on a historical event. If any of you have any figures on the increase in correlations between different equities (ideally across a portfolio) during an equity crash I would be very grateful. Regards Stuart Stuart Burns Analyst, Portfolio Risk Tel: 020 7612 4260 [log in to unmask] *************************************************************************** This email message contains confidential information for the above addressee only. If you are not the intended addressee you must not disclose or use the information in any manner whatsoever. Any opinion or views contained in this email message are those of the sender, do not represent those of the Company in any way and reliance should not be placed upon its contents. Unless otherwise stated this email message is not intended to be contractually binding. Where an Agreement exists between our respective companies and there is conflict between the contents of this email message and the Agreement then the terms of that Agreement shall prevail. Abbey National Treasury Services plc. Registered in England. Registered Office: Abbey House, Baker Street, London NW1 6XL. Company Registration No: 2338548. Regulated by the SFA ***************************************************************************