10 Stressed VaR calculation
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10.1 [Deleted]
Quantile estimator
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10.2 [Deleted]
Meaning of ‘period of significant financial stress relevant to the institution’s portfolio’
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10.3 [Deleted]
10.3A [Deleted]
Antithetic data
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10.4 [Deleted]
Absolute and relative shifts
[This sub-section has moved to chapter 9]
10.5 [Moved to Chapter 9]
10.6 [Moved to Chapter 9]