Cel Kulasekaran

Cel Kulasekaran

Quant, Squash player, Musician, Iron Maiden trooper, Father, and Husband.

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Severe but Plausible - or Not?

Working paper on an application of statistical unusualness to assess the plausibility of the Federal Reserve's stress scenarios.

See https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3764123

2022-02-21 update:
Published in the Journal of Risk Volume 24, Number 3 (February 2022).
https://doi.org/10.21314/JOR.2021.026

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Published by Cel Kulasekaran on January 9th, 2021

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