26d • 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
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Scenario Question
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