Stress Testing And Backtesting

Stress Testing and Back-testing for UCITS [8]

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Bullet points include: E.g. Monthly, weekly and daily returns for major equity market indices (end June 1994 to end Dec 2007). So, we typically need to specify a timescale in our back-testing. Especially for measures like VaR that include time period in specification

Bullet points include: E.g. Monthly, weekly and daily returns for major equity market indices (end June 1994 to end Dec 2007). So, we typically need to specify a timescale in our back-testing. Especially for measures like VaR that include time period in specification

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