var-models

  1. Nicole Seaman

    P1.T4.802. Stress Testing and Other Risk Management Tools (Siddique)

    Learning objectives: Describe the relationship between stress testing and other risk measures, particularly in enterprise-wide stress testing. Describe the various approaches to using VaR models in stress tests. Explain the importance of stressed inputs and their importance in stressed VaR...
    • Nicole Seaman
    • Thread
    • enterprise-wide-stress-testing stress-testing stressed-inputs stressed-risk-metrics stressed-var var-models
    • Replies: 0
    • Forum: FRM® Practice Questions
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