Stress testing is not necessary because the same results are obtained by a VAR model with an

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"Stress testing is not necessary because the same results are obtained by a VAR model with an increasing confidence level." Comment.

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Value at Risk The New Benchmark for Managing Financial Risk

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Question Posted: May 03, 2016 02:21 AM

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Stress testing is not necessary because the same results are obtained by a VAR model with an

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This is not necessarily true because stress testing ...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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