Scenario Modeling of Exchange Instruments' Prices. PnL (Profit and Loss) Calculation

Student: Zhadobin Iurii

Educational Programme: Financial Technology and Data Analysis (Master)

Year of Graduation: 2019

One of the reporting forms of the National Settlement Depository to the Central Bank is stress testing. Stress testing includes credit, liquidity and market risks. This paper will consider a module for forecasting and assessing market risks.

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