MSFERM Master Course: Stress Testing and Its Confidence Intervals

    Tuesday, March 31, 2026 at 9:00 AM until 9:30 AMEastern Daylight Time UTC -04:00

    The master course introduces statistical tools of risk management including forward stress testing, and covers statistical foundations of confidence intervals, enabling students to measure estimation uncertainty and interpret stress test results with rigor.

    Master Course taught by:
    Yaacov Kopeliovich
    Associate Professor in-Residence
    Finance

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