Enterprise Risk Management Slides

Stress testing incorporating causal dependency [23]

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Bullet points include: For nodes without a parent, e.g. A, contains just the marginal probability (of A and by implication of its complement) For nodes with parents, e.g. D (has parents B and C) contains all conditional probabilities of D being true or false given its parents being true or false (if using Boolean variables), i.e. the following 8 conditional probabilities:

Bullet points include: For nodes without a parent, e.g. A, contains just the marginal probability (of A and by implication of its complement) For nodes with parents, e.g. D (has parents B and C) contains all conditional probabilities of D being true or false given its parents being true or false (if using Boolean variables), i.e. the following 8 conditional probabilities:

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