may be established using a rule-of-thumb for days-to-liquidate that 10% of the daily trading volume can be liquidated without overdue influence on the price. Therefore, a position 1x the daily trading volume would be assumed to take 10 business days to liquidate. Stress testing entails running a series of what-if scenarios that identify the theoretical profits or losses for each position due to adverse market events. Examples of stress test scenarios include: Flight to Quality 3%–15% up or down price movements used in Portfolio margin Margin methodologies House Methodologies Rules-Based Stress Tests Risk Based Haircuts (RBH) Self-regulatory Organizations Portfolio margin US Regulatory Regulation T Special memorandum account Arranged Financing See also Securities market participants (United States) References Brokerage firms