News / 2013

Bahram Mirzai and Ulrich Müller publish in new issue of PRMIA’s Intelligent Risk

February 8, 2013

Bahram Mirzai and Ulrich Müller publish an article on reverse stress testing in February 2013 issue of PRMIA’s Intelligent Risk. The authors explore practical issues faced when performing reverse stress tests and provide a worked out and illustrative example by means of a simple portfolio and simulations of the underlying risk factors. Click here to access the article.

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