题目
The Basel Committee on Banking Supervision has written stress testing principles for banks related to supervision. How many of the following statements are most likely correct regarding recommendations to supervisors? I Supervisors should make annual comprehensive assessments of a bank's stress testing procedures. II It is necessary for supervisors to question the use of stress tests that produce unrealistic results or are inconsistent with a bank's risk appetite. III It is prudent for supervisors to conduct additional stress tests using common scenarios within a bank's jurisdiction. IV For a robust analysis, supervisors should utilize capital ratios in their assessment of capital adequacy and determine the mobility of capital across business lines.
选项
A.1
B.2
C.3
D.4
答案
C
解析
Statements II, III, and IV are correct. Statement I is incorrect because supervisors should make stress testing assessments more frequently than annually.陈述II，III和IV是正确的。 陈述I是不正确的，因为监测者每年更频繁地进行压力测试评估。