NO.PZ2023031302000010
问题如下:
According to the extreme risk identification, which of the following statements is least appropriate?
选项:
A.Scenario selection is the generation phase of the scenario analysis.
Banks should prepare forward-looking business continuity plans (BCP) with scenario analyses associated with relevant impact assessments and recovery procedures.
C.The initial output of a scenario identification phase should contain at least 20 to 30 scenarios for a mid-size firm.
It is necessary for a firm to compare the scenarios it has generated with an industry list of scenarios.
解释:
考点:Extreme Risk Identification: Scenarios
解析:在情景分析中,产生一长串可供考虑的情景清单是第一阶段。情景选择是中间阶段。故选项A说法不正确,当选。
C选项,不是应该选择低频高损的吗,为什么要20-30个scenario是正确的?