Sensitivity analysis: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Administrator (CSV import) |
imported>Doug Williamson m (Add links.) |
||
| (4 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
''Sensitivity analysis and stress testing.'' | |||
The refinement of a financial valuation or decision making model. Sensitivity analysis quantifies the degree of change in a valuation or other assessment, to changes in one or more of the inputs. | The refinement of a financial valuation or decision making model. Sensitivity analysis quantifies the degree of change in a valuation or other assessment, to changes in one or more of the inputs. | ||
It can also be used to identify the break even point or points, at which a financial decision would change. | It can also be used to identify the break even point or points, at which a financial decision would change. | ||
An important type of sensitivity analysis is stress testing. | An important type of sensitivity analysis is stress testing. | ||
== See also == | == See also == | ||
* [[Back test]] | |||
* [[Break even point]] | * [[Break even point]] | ||
* [[Financial model]] | |||
* [[Model]] | * [[Model]] | ||
* [[Quantitative techniques]] | |||
* [[Reverse stress test]] | |||
* [[Scenario analysis]] | * [[Scenario analysis]] | ||
* [[Sensitivity]] | * [[Sensitivity]] | ||
* [[Stress test]] | * [[Stress test]] | ||
[[Category:The_business_context]] | |||
[[Category:Corporate_finance]] | |||
[[Category:Investment]] | |||
[[Category:Long_term_funding]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 14:06, 8 April 2021
Sensitivity analysis and stress testing.
The refinement of a financial valuation or decision making model. Sensitivity analysis quantifies the degree of change in a valuation or other assessment, to changes in one or more of the inputs.
It can also be used to identify the break even point or points, at which a financial decision would change.
An important type of sensitivity analysis is stress testing.
