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DDAXC · 2020年07月27日

问一道题:NO.PZ2020042003000068

问题如下:

Which of the following statements about the design of liquidity stress testing model is NOT correct?

选项:

A.

The liquidity stress testing model forms an integral component of an end-to-end process that begins with risk identification and event analysis in order to ensure that the roster of scenarios appropriately captures material liquidity risks

B.

The planning horizon of the liquidity stress test should be at least 3 months

C.

As a general rule, the institution should consider the organizational level at which liquidity is commingled and liquidity oversight has management accountability

D.

Frequency of CF measurement within the overall time horizon must be determined

解释:

考点:对Liquidity Stress Testing and Liquidity Risk Reporting -Design of The Model的理解

答案:B

解析:

B选项错误,The planning horizon of the liquidity stress test应当最少12个月。

能否解释一下d 选项 在讲义上没找到关于frequency的内容 谢谢

1 个答案
已采纳答案

袁园_品职助教 · 2020年07月29日

同学你好!

在“Organizational Scope,Planning Horizon, Testing Techniques”这一节视频里有讲到