NO.PZ2020021002000018
问题如下:
Reverse stress testing applies its modeling capabilities to estimate the size of potential losses.
选项:
A.True
False
解释:
True because risk mangers work back from the reverse stress test to try to understand how those losses were linked to its exposures and activities. The goal is to help an institution risk manage its activities to avoid the worst that might happen.
压力测试和反向压力测试描述上怎么区分呢?