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PRIIPs Stress Scenario for Category 2
I know this topic has been on the table before, but I haven't seen a clear explanation with an example. I have successfully calculated the previous steps in
https://esas-joint-committee.europa.eu/...
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2
votes
1
answer
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PRIIPS Category 2 Stress Scenario Calc
Good evening
This is where I am currently at with regards to calculating the sub interval details.
I have split the calculation into 2 steps, firstly I am taking the return for date x minus the ...
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