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- speedBoots
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Reverse Stress Testing
Good day ladies and gents,I need to implement a reverse stress testing model (definition here)I have searched around and cannot find anything substantial on the topic. Does anyone know of any good papers/references regarding actual implementation? Please PLEASE dont post links to Basel docs. Thanks!P.S. I have thought about it a bit and would be happy to start throwing ideas around if no one knows of any good resources.