Financial Python

Studies in Finance and Python

Run Your Own Stress Test

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This impressive spreadsheet by RortyBomb is making the rounds. It attempts to approximate the banking stress tests applied by the Treasury and allows you to make your own assumptions. He recognizes many of the obvious objections to his methodology, but it’s all very transparent, so I don’t see how you can fault him for anything. Man, that guy is smart AND funny. What the heck?


Written by DK

June 11, 2009 at 9:14 pm

Posted in Finance

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