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In factor push analysis, a factor or factors are pushed to an extreme to examine the impact on the portfolio. In scenario analysis, the effect on the portfolio from simultaneous changes in several factors is examined, which provides several different scenarios. In maximum loss optimization, the risk factors that have the greatest potential impact on the portfolio are identified. Once the factors are identified, procedures are put in place to limit their impact. In worst-case scenario analysis, all factors are pushed to their most damaging impact on the portfolio. Factor push analysis, maximum loss optimization, and worst-case scenario analysis are all forms of stressing models.