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White Paper

Vorstandsthema Stresstesting

Integrierte Stresstests zur Szenarioanalyse im Risiko Management

Zusammenfassung

The recent global financial crisis painfully revealed the need for better, more comprehensive stress testing in the financial industry. Stress testing focuses on analyzing risks associated with rare or extreme – but still relevant – events. Even if something that could go wrong never materializes, firms should still have a contingency plan for such events (i.e., a firm’s response to Murphy’s Law). A stress test is the foundation for this contingency plan, and serves to answer two types of questions: How much could I lose under certain stress scenarios? How could I lose more than X dollars?

Über SAS

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