Extreme Events – Specimen Question A.8.2
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Summarise the main risks to which the following types of
entity might be most exposed (and which it would be prudent to provide stress
tests for if you were a risk manager for such an entity):
(a) A commercial
bank
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(b) An investment bank
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(c) A life
insurance company
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(d) A non-life
insurance company
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(e) A pension fund
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