frm_daniel
Member
Hi David,
I have found the topic scenario analysis (Toic 4 Valuation & Risk Model)covered different approaches. There are Prospective , Historical scenarios, Conditional Scenario Method, event driven, portfolio-driven and Stress testing scenarios, Multidimensional scenarios and Unidimensional scenarios, Standard Portfolio Analysis of Risk...etc. How are they linking up together (grouping, sub-group)? The AIM asks to compare and contrast various approaches to scenario analysis. However, it only compared prospective, historical, stress testing and conditional scenario method. How about the rest?
Regards,
Daniel
I have found the topic scenario analysis (Toic 4 Valuation & Risk Model)covered different approaches. There are Prospective , Historical scenarios, Conditional Scenario Method, event driven, portfolio-driven and Stress testing scenarios, Multidimensional scenarios and Unidimensional scenarios, Standard Portfolio Analysis of Risk...etc. How are they linking up together (grouping, sub-group)? The AIM asks to compare and contrast various approaches to scenario analysis. However, it only compared prospective, historical, stress testing and conditional scenario method. How about the rest?
Regards,
Daniel
