Stress Testing And Backtesting

Stress Testing and Back Testing [2]

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Bullet points include: CESR proposed guidelines (Consultation Paper CESR/10-108, April 2010). Back testing. Periodicity, look-back bias, selection effects, market-implied risk measurement. Stress testing. Different interpretations. See also Kemp (2009)

Bullet points include: CESR proposed guidelines (Consultation Paper CESR/10-108, April 2010). Back testing. Periodicity, look-back bias, selection effects, market-implied risk measurement. Stress testing. Different interpretations. See also Kemp (2009)

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