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Historical Scenarios for Stresstesting
Hi,I am looking for some freely available historical scenarios concerning the market rate perturbations (especially LTCM meltdown 1998 and the global bond price crash 1994). Do you have an idea if there are some internet sources ?Best,Christoph
Last edited by obenhuber on August 7th, 2007, 10:00 pm, edited 1 time in total.