A team of risk analysts is conducting an independent review of a recent stress test. As part of this process, the team evaluates the stress testing models used as well as the supporting assumptions in the models. Which of the following, if found in the review, should the analysts identify as the greatest deficiency relating to the models or their assumptions?
A.Relationships between core and peripheral variables in the model are found by regressing their past behavior during stressed market conditions only.
B.Credit risk losses are modeled by mapping historical default rate data provided by credit rating agencies to estimates of gross domestic product.
C.The stress test does not account for the likely responses of other financial institutions to changes in the core variables of the test.
D.A scenario used in the stress test was developed using reverse stress testing.
C是在说什么？压力测试还需要同行业的其他机构适用吗？
