Sensitivity analysis: Difference between revisions
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''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. | ||
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== See also == | == See also == | ||
* [[Back test]] | |||
* [[Break even point]] | * [[Break even point]] | ||
* [[Financial model]] | * [[Financial model]] | ||
* [[Model]] | * [[Model]] | ||
* [[Quantitative techniques]] | * [[Quantitative techniques]] | ||
* [[Reverse stress test]] | |||
* [[Scenario analysis]] | * [[Scenario analysis]] | ||
* [[Sensitivity]] | * [[Sensitivity]] | ||
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.
