Convergence Q&A: Sensitivity case modelling
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Convergence Q&A: Sensitivity case modelling

17 April 2015
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Q. What does "sensitivity case" modelling imply for quake risk?

A. Investors deciding whether to participate in a catastrophe bond are typically given two expected loss figures to evaluate the deal's risk level - the base and sensitivity cases.

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AnalysisApril 2015/1
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