AD是什么意思

问题如下：

Which of the following methodologies would be most appropriate for stress-testing your portfolio?

选项：

A.

  Delta-gamma valuation

B.

  Full revaluation

C.

  Marking to market

D.

  Delta-normal VAR

解释：

ANSWER: B

By definition, stress-testing involves large movements in the risk factors. This requires a full revaluation of the portfolio.

解析：题目问下面哪一个方法最适用于压力测试？

压力测试是估计极端情况，full valuation也就是full valuation，它不仅可以使用历史数据计算，还可以使用蒙特卡洛模拟来对极端情况进行考察，所以最适用。