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Quantitative Finance · Glossário

O que é Hypothetical scenario?

Definition 22.4 Rates, Credit, XVA and Risk · Capítulo 22 — Stress Testing and Scenarios

A hypothetical scenario is a set of moves designed rather than observed: a story (a rate spike, a devaluation, a default) translated into shocks to some risk factors, with the rest of the factors set consistently.

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