Market Behavior Study under Extreme Price Fluctuation Conditions

Student: Stroshkov Ivan

Educational Programme: Economics (Bachelor)

Year of Graduation: 2017

Modern risk management in investment companies and banks has made significant progress in controlling predictable, day-to-day risks that do not go beyond the "adequate" level of volatility. At the same time, insufficient attention is paid to situations in which unlikely scenarios of events are realized. Often during the trading day, the price of the instrument may change by more than 5%, which is an extremely unlikely event and can bring potentially large losses. It is on the study of such events that emphasis will be placed on the practical part of this study. In the same way, the most common approaches to the analysis of market dynamics will be considered.

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