alexa Busniess Ethics

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Busniess Ethics

Stress Tests and VaR Analysis in the Process of Risk Management

The stress tests are important components of the risk management process. What the traditional VaR analysis disregarded in terms of possible extreme scenarios, is in fact well measured by the stress tests. Therefore stress tests did not replace the VaR; they have successfully assessed the sensitivity of businesses to sharp changes in asset prices. Is it reasonable and feasible to integrate the stress tests to the VaR analysis? READ MORE

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