题目
Which of the following statements about governance structure is/are not accurate? Ⅰ.Senior management has ultimate oversight responsibility and accountability for an entire institution. Ⅱ. Senior management should use scenario analysis, not stress testing, to evaluate an institutions risk decisions. Ⅲ.The board of directors has responsibility for implementing authorized stress testing activities. Ⅳ.The board of directors can change an institution’s capital levels and exposures following a review of stress test results.
选项
A.II only.
B.I, II, III.
C.IV only.
D.All not.
答案
B
解析
Stress testing can serve as an early warning sign of upcoming pressures and risks. The board of directors can take actions that include adjusting capital levels, increasing liquidity, adjusting risks, or engaging in or withdrawing from certain activities.The board of directors has ultimate oversight responsibility and accountability for an entire institution. Senior management is responsible for implementing authorized stress testing activities. Senior management should use stress testing, complemented with scenario analysis, to evaluate an institutions risk decisions.压力测试可以作为即将到来的压力和风险的早期预警信号。董事会可以采取行动，包括调整资本水平，增加流动性，调整风险，或参与或退出某些活动。董事会对整个机构负有最终的监督责任和责任。高级管理层负责实施经过授权的压力测试活动。高级管理层应该使用压力测试，辅以情景分析，来评估机构的风险决策。