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scenerio-analysis

  1. Nicole Seaman

    P1.T1.20.13 Enterprise Risk Management (ERM): scenario analysis and behavioral concepts

    Learning objectives: Describe important dimensions of an ERM program and relate ERM to strategic planning. Explain the role of scenario analysis in the implementation of an ERM program and describe its advantages and disadvantages. Explain the use of scenario analysis in stress testing programs...
  2. Nicole Seaman

    P1.T4.821. Delta hedging, scenario analysis and portfolio insurance (Hull, Ch.19)

    Learning objectives: Describe how hedging activities take place in practice, and describe how scenario analysis can be used to formulate expected gains and losses with option positions. Describe how portfolio insurance can be created through option instruments and stock index futures Questions...
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