Скачать или смотреть What Are The Limitations Of Historical Stress Scenario Analysis?

Understanding the limitations of historical stress scenario analysis is crucial for robust risk management. This video dives into why relying solely on past data might not be enough to predict future financial shocks and how it can impact your financial strategy.

In this video, we uncover key considerations regarding historical stress testing:
► The inherent challenges of using past events to predict unprecedented future crises.
► How 'black swan' events, by definition, fall outside the scope of historical models.
► The potential for 'model risk' and over-reliance on flawed historical assumptions.
► Why current market dynamics may not always mirror historical patterns.
► The importance of supplementing historical analysis with forward-looking perspectives.


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