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As the recent global financial crisis revealed, the financial industry needs better, more comprehensive stress testing. An integral part of a firm's risk management approach, stress tests can give a clearer view about dangerous scenarios often described as a "perfect storm" or "black swan" event. They can also be used as part of branding and marketing. This white paper gives insight into different types of stress tests, and illustrates the importance of integrating stress test measures with value at risk (VaR) measures. It also describes risk architecture and data management considerations.
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