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Tag Archives: Stress test
Catégories de mesures de risques
Catégories de mesures de risque Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) présente les catégories de mesures de risques couramment utilisées en finance. Selon le type d’actif et l’objectif de gestion … Continue reading
Posted in Contributors, Financial techniques
Tagged Expected Shortfall, Mesure de risque, Scénario, Sensibilité, Stress test, Stress value, VaR, Variance
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