Filipi Sanguino
University of São Paulo
Bachelor in Actuarial Science from the University of São Paulo. Experienced in Quantitative Risk Management, with a focus on market risk and investments. Active in the financial market, working for major financial institutions since 2019.
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Articles by Filipi Sanguino
We will shock you: a coherent Bayesian approach for stress testing
The authors propose a novel coherent Bayesian stress test method which preserves the mathematical properties of the risk measures.