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梦梦 · 2024年11月11日

关于stress test report

NO.PZ2023091701000110

问题如下:

An implementation principle recommended by the Basel Committee to banks for the governance of sound stress testing practices is that stress testing reports should:

选项:

A.Not be passed up to senior management without first being approved by middle management.

B.Have limited input from their respective business areas to prevent biasing of the results.

C.Challenge prior assumptions to help foster debate among decision makers.

D.

Be separated by business lines to help identify risk concentrations.

解释:

The Basel Committee states “At banks that were highly exposed to the financial crisis and fared comparatively well, senior management as a whole took an active interest in the development and operation of stress testing… stress testing at most banks, however, did not foster internal debate nor challenge prior assumptions…” Therefore, the Basel Committee recommends that prior assumptions used in stress testing be challenged to ensure that the stress test best captures the potential for extreme scenarios given current market conditions.

老师能翻译一下c吗?


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已采纳答案

pzqa39 · 2024年11月11日

嗨,爱思考的PZer你好:


挑战先前的假设,使得决策者之间形成讨论的氛围。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

梦梦 · 2024年11月11日

好的,谢谢

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