Wednesday, April 15, 2015

The Kroger Co. 401k Plan PSDS Scan 12-31-2014




One of the measures of solvency risk I use is the Levy distribution fat tails stress test from a PSDS scan. As shown here there is only 1 chance in a 1000 that this 401k portfolio would fail under extreme conditions which passes my solvency risk test.

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