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Stress Testing and Back Testing [10]

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Bullet points include: “Conduct rigorous, comprehensive and risk-adequate stress testing program”. Designed to measure potential major depreciation in value as a result of unexpected changes in market/correlation parameters. Or, where appropriate, reverse stress test. Complexity to be in line with risk profile. Extreme (but ‘plausible’) changes in markets and other environmental factors. Integrated into UCITS risk management and investment management

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