问题如下：
Basel II.5 required banks to calculate two VaRs, the usual VaR and a stressed VaR. Which of the following characteristics regarding the stressed VarR is incorrect?
选项：
A.The SVaR is calculated using firm’s historical data from a significantly financially stressed period of the same portfolio.
B.The stressed confidence level is 97.5%.
C.It should be noticed that the multiplication factors for VaR and SVaR are different.
D.The SVaR should be calculated every week.
解释：
B is correct.
考点：the stressed VaR
解析：
选项A是stress VaR的计算方法，正确。
SVaR的置信度为99%，选项B错误。
SVaR和usual VaR的multiplicative factor是不同的，选项C正确。
The stressed VaR应该每周计算一次，选项D是正确的。
Svar不是应该用情景分析吗？为什么只是用历史数据是对的？
