What is the major difficulty in generating hypothetical stress tests across large portfolios?

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Value at Risk The New Benchmark for Managing Financial Risk

ISBN: 978-0071464956

3rd edition

Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:21 AM

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What is the major difficulty in generating hypothetical stress tests across large portfolios?

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Scenarios must be worked through all the risk factors ...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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