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
The planning horizon of the
liquidity stress test should be at least 3 months
As a general rule, the institution
should consider the organizational level at which liquidity is commingled and liquidity
oversight has management accountability
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