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Stressed VaR - EIFR
www.eifr.euStressed VaR – EIFR Feb 2012 2 Contents 03 Regulatory context 08 sVaR in practice 17 sVaR and risk management 28 Conclusion 29 References
Stressed VaR – EIFR Feb 2012 2 Contents 03 Regulatory context 08 sVaR in practice 17 sVaR and risk management 28 Conclusion 29 References