Question
Suppose you work for the risk manager of a major international bank, and she asks you to devise ten scenarios to use in stress testing
Suppose you work for the risk manager of a major international bank, and she asks you to devise ten scenarios to use in stress testing the bank's portfolio. What scenarios would you use? What probabilities would you attach to each scenario?
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Quantitative Financial Analytics The Path To Investment Profits
Authors: Edward E Williams, John A Dobelman
1st Edition
9813224258, 978-9813224254
