纽约七情景测试

这个真细呀

这东西挺机械化的，局限性不小。

了解下。

顶一个

其实国内很多方法都是借鉴国外的对不

顶一下

来学习

Stress testing and Scenario testing are not something new to non-life industry. At least in Canada, DCAT (Dynamic Capital Adequacy Test) and BAAT (Branch Asset Adequacy Test) have been mandatory regulatory reports for many years.

Interest rate is only one of the adverse scenarios. Other scenarios include reinsurance, CAT, inflation, large loss, premium, politics, etc. We also consider ripple effect and integral scenarios, etc.

很好的材料。。学习了。