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VaR and Stress Testing Approach

Hard
Finance & Accountingstress testingRisk Management
Asked 1mo ago|
LA SOCIETE
LA SOCIETE
Asked 1 times

Problem

How do you approach VaR (Value at Risk) and Stress Testing for a complex portfolio?

Practicing as: Risk Analyst interview at LA SOCIETE

Hi, I'll play your LA SOCIETE interviewer for the Risk Analyst role. Candidates describe these interviews as mostly positive and moderately difficult, so expect me to be friendly and conversational. Take your time with the question above and answer like we're in the room.

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