Reverse sensitivity testing: what does it take to break the model? (Q1634305): Difference between revisions
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Revision as of 04:08, 5 March 2024
scientific article
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English | 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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