问题如下:
Which of the following statements is false about historical and perspective scenario analysis?
选项:
A.Typically, these methods involve large movements in key variables,which requires the application of full-valuation methods.
B.These methods can be applied in situations where there are numerous distribution functions involved.
C.Scenarios can be prospective, that is, drawn from plausible economic and political developments.
D.Long-term data provide sufficient observations to assess stress conditions.
解释:
D is correct.
考点:scenario analysis
解析:历史场景分析的缺点是缺乏可用的事件来在压力情况下建模投资组合价值。所以D选项表述不正确,其他都是正确的。
老师好,A选项,不太明白为什么Historical 和 Perspective Scenario analysis 需要使用full-valuation method.