NO.PZ2019070101000099
问题如下：
Which of the following types of scenario analysis incoporates the correlation across risk factors?
选项：
A.conditional scenario method.
B.unconditional scenario method.
C.historical scenario analysis.
D.none of above.
解释：
A is correct
考点：Stress Testing
解析：
conditional scenario method.和historical scenario analysis都考虑到了各个风险因素之间的相关性，本题应该选A和C。补充知识点，记忆即可。
如题，谢谢
