Scott Aguais / Larry Forest / Gaurav Chawla from AAA present:
– Scenario design choices
– Pro’s and Cons of different approaches
– Industry feedback on scenario design
– Some quantitative feedback on different scenario building approaches (“Variance Compression Bias”)
– Validation of scenarios received from economic departments
– How to incorporate economic cycles, mean reversion and starting assumptions
Contact person:
Location:
Webex call
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