Scenario Analysis in Risk Management

1. Introduction
Bertrand K. Hassani

2. Environment
Bertrand K. Hassani

3. The Information Set: Feeding the Scenarios
Bertrand K. Hassani

4. The Consensus Approach
Bertrand K. Hassani

5. Tilting Strategy: Using Probability Distribution Properties
Bertrand K. Hassani

6. Leveraging Extreme Value Theory
Bertrand K. Hassani

7. Fault Trees and Variations
Bertrand K. Hassani

8. Bayesian Networks
Bertrand K. Hassani

9. Artificial Neural Network to Serve Scenario Analysis Purposes
Bertrand K. Hassani

10. Forward-Looking Underlying Information: Working with Time Series
Bertrand K. Hassani

11. Dependencies and Relationships Between Variables
Bertrand K. Hassani

Avainsanat: Economics, Macroeconomics/Monetary Economics//Financial Economics, Finance, general, Operation Research/Decision Theory, Economic Theory/Quantitative Economics/Mathematical Methods