2015-FRM : Stress Testing Part 1(of 2)
FinTree website link: http://www.fintreeindia.comThis series of video’s discusses following key points :1) Purposes of stress testing and the process of implementing a stress testing scenario
2) Event-driven scenarios and portfolio-driven scenarios
3) Common one-variable sensitivity tests
4) Drawbacks to scenario analysis
5) Unidimensional and multidimensional scenarios
6) Various approaches to multidimensional scenario analysis
7) Sensitivity analysis and stress testing model parameters
8) Results of a stress test can be used to improve risk analysis and risk management systemsWe love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Part I Classes in Pune (India).FB Page link :http://www.facebook.com/Fin…
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