问题如下图:
选项:
A.
B.
C.
D.
解释:
老师你好,请问这个知识点在哪里讲过
NO.PZ2019070101000084问题如下Whiof the following statements about principles of stress test is incorrect?A.Backwarlooking scenarios shouluseto to take into account of system wi Interactions anfeebaeffects.B.Bank shoulconsir the results of forwarlookaing stress testing for assessing the aquaof capitanliquityC.A bank shoulenhanits stress testing approaches for hghly leveragecounterparties in consiring its vulnerability to specific asset categories or market movements anin assessing potentiwrong-wrisk relateto risk mitigating techniques.The effectiveness of risk mitgation techniques shoulsystematically challengeA is corrct.考点Stress testing解析本题是选出说法不正确的。应该使用forwarlooking scenarios 来考虑系统范围内的交互和反馈效应。 A说法错误。考虑前瞻性压力测试的结果,以评估资本和流动性的充分性。B说法正确;银行应加强对高杠杆交易对手的压力测试方法,以考虑其对特定资产类别或市场变动的脆弱性,并评估与风险缓解技术相关的潜在错误风险。 C说法正确。 压力测试应在压力条件下系统地对风险缓解技术(如对冲、净额结算和抵押品的使用)的表现进行评估,法正确。老师好,什么叫“forwarlooking scenarios”?
NO.PZ2019070101000084 问题如下 Whiof the following statements about principles of stress test is incorrect? A.Backwarlooking scenarios shouluseto to take into account of system wi Interactions anfeebaeffects. B.Bank shoulconsir the results of forwarlookaing stress testing for assessing the aquaof capitanliquity C.A bank shoulenhanits stress testing approaches for hghly leveragecounterparties in consiring its vulnerability to specific asset categories or market movements anin assessing potentiwrong-wrisk relateto risk mitigating techniques. The effectiveness of risk mitgation techniques shoulsystematically challenge A is corrct.考点Stress testing解析本题是选出说法不正确的。应该使用forwarlooking scenarios 来考虑系统范围内的交互和反馈效应。 A说法错误。考虑前瞻性压力测试的结果,以评估资本和流动性的充分性。B说法正确;银行应加强对高杠杆交易对手的压力测试方法,以考虑其对特定资产类别或市场变动的脆弱性,并评估与风险缓解技术相关的潜在错误风险。 C说法正确。 压力测试应在压力条件下系统地对风险缓解技术(如对冲、净额结算和抵押品的使用)的表现进行评估,法正确。 个人看这四个都对,也没找到A 为啥不对呢。
老师下A