En réponse à@lina_silva_106
Ouvrir le document source à ce paragraphe· VCCapitalist.pdfSimpler: performing KS tests is not decisive proof of distribution similarity; it is conditional.
Parsimony is essential but should not mask systemic risks.
A KS test could conclude similarity but ignore an unforeseen liquidity shock that would impact our reserves.
The strength of this "realization" depends on the truncation thresholds and data quality.
We must anticipate extreme movements in currency markets, not average correlations.
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