Quiz #3 - percentile for a solvency scenario
Hi, it seems that the answer to BattleCards "what is the recommended loss distribution percentile for a solvency scenario" is not updated. The current answer is "95th → 99th percentile (if the loss distribution and percentiles are available)". It could be as high as the 99th percentile or beyond.
Comments
yup you are right @graham
Fixed. Thx!