Definicja scenario (IS-B-SA-ALM)

A set of market data created by the user and that defines a plausible market data situation, such as a period of high interest rates with an inverse yield curve.A scenario can contain yield curves, exchange rates, securities prices, securities indexes, and the corresponding volatilities.It is used to assess various analyses in risk management, for example in ALM.A scenario can be used to describe historical market data and future market data.Here, the horizon date defines on which future date the scenario applies.