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The main difference between value at risk and stress testing is?

User GreenRover
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2 Answers

6 votes

Answer:

do u have risk at any work or stress in your work?

User Adhi Ardiansyah
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7 votes

Answer:

Stress tests are risk management tools widely used by both institutional investment managers and regulatory authorities. ... Value at Risk calculates the worst case loss over a given time period that won't be exceeded with a given level of confidence.

User Eralph
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