TERMIUM Plus®

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model of individual risks [1 record]

Record 1 2014-12-01

English

Subject field(s)
  • Financial and Budgetary Management
  • Financial Institutions
CONT

Stress testing attempts to determine the impact of situations where the assumptions underlying established models used in managing a business break down. This applies equally to valuation models, models of individual risks and models that aggregate individual risks.

French

Domaine(s)
  • Gestion budgétaire et financière
  • Institutions financières
CONT

La simulation de crise tente de mesurer l'impact de l'effondrement d'hypothèses qui sous-tendent un modèle établi de gestion d’entreprise. Elle s'applique tout aussi bien aux modèles d'évaluation et aux modèles de risques individuels qu'aux modèles de regroupement de risques individuels.

Spanish

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