Essays about: "Isabelle Niemi"
Found 1 essay containing the words Isabelle Niemi.
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1. Reverse stress testing approaches based on multivariate normality
University essay from Umeå universitet/Institutionen för fysikAbstract : Reverse stress testing is a way of finding a combination of market risk factors, called a scenario, that leads to a specific loss for e.g. a portfolio. A market risk factor can for example be a stock return. READ MORE
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