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How Many Scenarios?

How Many Scenarios? The Risk Management Task Force polled the Risks & Rewards readers and asked the following questions related to Monte Carlo models: 1 How many scenarios do you run? 2 How ...
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Description: The Risk Management Task Force polled the Risks & Rewards readers and asked the following questions related to Monte Carlo models: 1 How many scenarios do you run? 2 How did you determine the number? and 3 What confidence interval does your result have? The results are summarized in this article.
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- Authors: David Ingram
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models

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