scenerio-analysis

  1. Nicole Seaman

    P2.T7.23.3. Operational risk identification

    Learning objectives: Compare different top-down and bottom-up approaches and tools for identifying operational risks. Describe best practices in the process of scenario analysis for operational risk. Describe and apply an operational risk taxonomy and give examples of different taxonomies of...
  2. A

    How to relate scenario analysis by ES

    How the results of scenario analysis can be interpreted as coherent risk measures? If there are numerous distribution function involved, how to apply scenario analysis? Los 54.h cross reference to Dowd chapter 2
  3. 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...
    • Nicole Seaman
    • Thread
    • behavioral-concepts capital-planning enterprise-risk-management scenerio-analysis strategic-planning stress-testing
    • Replies: 0
    • Forum: FRM® Practice Questions
  4. 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...
  5. P

    About Scenario Analysis

    I don't quite understand why 'Scenario analysis can be applied in situations where there are numerous distribution functions involved', would you please elaborate?
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