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YolandaQ · 2020年03月19日

问一道题:NO.PZ2019052001000082

问题如下:

Analyst McHale is currently working on the stress tests being carried out by his client company. Stress testing considers multiple risk factors and designs multiple extreme scenarios that produce a synergistic effect of complex outcomes. The client company is asking McHale to participate in the improvement of this stress test design work. Which of the following options is McHale's biggest challenge in analyzing and improving this stress test?

选项:

A.

Diversity.

B.

Convenience and efficiency.

C.

Rationality and possibility.

D.

Usefulness.

解释:

C is correct.

考点:Stress test

解析:情景分析必须是基于极端条件下的,但这些极端条件,也必须具有coherent的特征,也就是这些场景必须是合理的、符合逻辑的,并且真的可能发生的。 这是设计压力测试时比较大的一个困难。因此选C。

这个知识点是在stress test的讲义的哪部分?

1 个答案

袁园_品职助教 · 2020年03月20日

同学你好!

在“Challenges in Stress Tests & Stress Test Comparisons” 这一节视频里,老师有讲到coherent 的问题,你可以去听一听~