NO.PZ2023030901000002
问题如下:
Which of the following approaches is used
to evaluate the effect of a specific variable on economic outcomes?
选项:
A.Climate risk scores
Scenario analysis
Stress testing
Sensitivity analysis
解释:
Sensitivity analysis is a specific subset
of scenario analysis that is used to evaluate the effect of a specific variable
on economic outcomes. In these analyses, one parameter is altered across
multiple scenarios runs to observe the range of scenario outputs that result
from changes in that parameter. Therefore, option D is the correct answer.
Option A refers to climate risk scores or ratings, which rate the climate risk
exposure of assets, companies, portfolios, or even countries. Option B refers
to scenario analysis, which is a forward-looking projection of risk outcomes
that is typically conducted in four steps. Option C refers to stress testing,
which is a specific subset of scenario analysis, typically used to evaluate a
financial institution’s near-term resiliency to economic shocks.
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