Media Financial Risk Quantification: Focus on Equity Level and Volatility Risks

Financial Risk Quantification: Focus on Equity Level and Volatility Risks

uploaded May 3, 2022 Views: 217 Comments: 0 Marked favorite: 0
Speakers: 
Description:

In April 2021, the European Insurance Occupational Pensions Authority (EIOPA) issued 2019 update of the annual Europe-wide comparative study on the modelling of market and credit risk. Regarding the stock market, there are certain times in the year when the stock market is extremely volatile. Historically, it has been shown that the market eventually reverts to its pre-chaotic state. Because of this, we have identified equity shock trends with the use of various functions, formulas, and models. Understanding the variables and parameters for each model has helped us determine the most accurate shock equity during market volatility.

Tags:
Content groups:  content2022

0 Comments

There are no comments yet. Add a comment.