23d • Scenarios
Scenario Question
You’re on the desk. A trader tells you their VaR is jumping because of a single data anomaly, not actual risk. What’s your first move?
Let's discuss in the comments below 😃
Push back and verify the data cleaning pipeline first
Run an immediate historical backtest to see if it replicates
Review the position sensitivities (Greeks) to see what moved
Escalate to senior management immediately as a precaution
3 votes
2
2 comments
Scenario Question
powered by
skool.com/market-risk-9003
The #1 community for aspiring & current market risk and counterparty risk professionals to learn, collaborate and network across the industry.
Suggested communities
Powered by