题目
When developing a stress testing program, according to BIS, each of the following elements or component is essential EXCEPT which is not?
选项
A.Reverse stress test
B.System-side interactions and feedback effects
C.Rigorously estimated ex ante probabilities of stress events based on statistical relationships
D.Imaginative and forward-looking scenarios informed by the judgment of experts across the organization
答案
C
解析
BIS: "The financial crisis has shown that estimating ex ante the probabilities of stress events is problematic. The statistical relationships used to derive the probability tend to break down in stressed conditions. In this respect, the crisis has underscored the importance of giving appropriate weight to expert judgment in defining relevant scenarios with a forward looking perspective."国际清算银行：“金融危机表明，事前估计压力事件的概率是有问题的。用来推论概率的统计关系在压力条件下往往会破裂。在这方面，危机强调了给予适当权重的重要性 以前瞻性的眼光来定义相关方案时的专家判断。”