sensitivity test

sensitivity test
sensitivity test, sensitivity analysis
A single variant test to see how dependent a forecast, projection or stress test outcome is upon a single, selected variable or assumption. For example, a bank AL manager might perform a sensitivity analysis by examining a range of rate risk forecasts where the only difference in the forecast generation is a range of possible values for savings account maturities. In that example, the AL manager would be able to see how sensitive the projected rate risk exposure is to changes in the savings maturity assumption. American Banker Glossary

Financial and business terms. 2012.

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