问题如下:
Reverse stress testing applies its modeling capabilities to estimate the size of potential losses.
选项:
A. True
B. False
解释:
True because risk mangers work back from the reverse stress test to try to understand how those losses were linked to its exposures and activities. The goal is to help an institution risk manage its activities to avoid the worst that might happen.
老师好,这题为什么是对的?Reverse stress testing应该是workout how bad looses could get,即在已知looses的情况下,去回测导致这个looses的原因吗,而不应该是estimate the size of looses吧?estimate the size of looses不应该是stress testing吗?