Essays about: "Andreas Antonsen Åberg"

Found 1 essay containing the words Andreas Antonsen Åberg.

  1. 1. Development and evaluation of stress tests : Utilizing stress tests to complement the current ex-ante analysis at Second Swedish National Pension Fund

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Andreas Antonsen Åberg; [2017]
    Keywords : Stress tests; coherent stress test; historical stress test; risk measures;

    Abstract : Stress tests are on a regular basis mentioned on the financial markets where some institutions have to perform it as a regulatory requirement and others have it as an optional way to complement their predictions. Stress tests are used to see how robust a financial instrument or a portfolio are in various scenarios. READ MORE