University of Siena - School of Economics and Management
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Stress Testing, Monte Carlo Simulation, Stochastic Model, Solvency Risk, Credit Risk, Basel II, Basel III
capital budgeting, corporate valuation, credit risk, discounted cash flow (DCF), expected loss, loss given default (LGD), monte carlo simulation, probability of default, stochastic model, unexpected loss.
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probability of default, stochastic simulation model, Monte Carlo simulation
Revenue Model, Forecasting, Free Cash Flow, Real Options, Valuation Metrics, Stochastic Simulation, Sales
Basel 3, Capital Adequacy, Capital Planning, CCAR, Economic Capital, Financial Fragility, Funding Risk, G-SIB, ICAAP, Heuristic Measure of Tail Risk, Liquidity Risk, Monte Carlo Simulation, Proba-bility of Default, RAF, Resiliency, SCAP, Solvency Risk, SREP, Stochastic Simulation, Stress Testing
Basel 3, Capital Adequacy, Capital Planning, Ccar, Economic Capital, Financial Fragility, Funding Risk, G-Sib, Icaap, Heuristic Measure of Tail Risk, Liquidity Risk, Monte Carlo Simulation, Probability of Default, Raf, Scap, Solvency Risk, Srep, Stochastic Simulation, Stress Testing
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