Essays about: "Isabelle Niemi"

Found 1 essay containing the words Isabelle Niemi.

  1. 1. Reverse stress testing approaches based on multivariate normality

    University essay from Umeå universitet/Institutionen för fysik

    Author : Isabelle Niemi; [2018]
    Keywords : Reverse stress test; clearing house;

    Abstract : 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