
Yes. Our simulations use a methodology called Filtered Historical Simulations. It enables us to test our models in conditions ranging from normal to extremely stressed scenarios, and it applies to different asset classes.
by CyrilR | Jul 8, 2021 | FAQ | 0 comments
Yes. Our simulations use a methodology called Filtered Historical Simulations. It enables us to test our models in conditions ranging from normal to extremely stressed scenarios, and it applies to different asset classes.