Scenario Analysis under ICARA
Updated: Nov 4, 2021
The new regime effective from 1 January 2021 has a number of implications for investment firms. One of the key implications of the new regime is about scenario modelling. There is a potential for overestimating the Pillar 2R if scenario modelling is kept to simple.....
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Monte Carlo Plus September 2020 - Scenario modelling under the new regime - session 3
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