Reverse sensitivity testing: what does it take to break the model? (Q1634305): Difference between revisions

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Latest revision as of 02:40, 18 August 2024

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Reverse sensitivity testing: what does it take to break the model?
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    Reverse sensitivity testing: what does it take to break the model? (English)
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    18 December 2018
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    robustness and sensitivity analysis
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    risk management
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    value-at-risk
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    expected shortfall
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    stress testing
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