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Financial Risk Manager Part 2

Financial Risk Manager Part 2

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A national bank's internal auditor is currently evaluating the assumptions used in various stress test scenarios to ensure their plausibility and internal consistency. The objective is to verify that these assumptions are not only realistic but also logically coherent with each other. Considering the combinations of assumptions listed within a particular stress scenario, which of these combinations is most likely to raise significant concerns for the auditor in terms of their coherence?

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