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Stress Testing and Back Testing [12]

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Bullet points include: Carried out at least once a month (unless index replicating UCITS). Or when change in UCITS value, composition or market conditions make it likely that results will differ significantly. Stresses chosen should be in line with composition of UCITS and market conditions relevant to it. Clear procedures for initial selection and ongoing adaptation of stress tests. Well documented (both stresses and their results), including why stresses thought relevant

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