题目
Which of the following statements related to conducting stress tests incorrect?
选项
A.Basel\u2161requires banks to undertake stress tests for assessing capital adequacy at least once a month
B.Results of stress testing should be used for strategic business planning purposes
C.Stress testing can use sensitivity analysis to assess risk
D.Stress testing should be used to identify risk concentrations
答案
A
解析
Basel II does not impose monthly requirements for stress testing.巴塞尔协议二对压力测试的月度评估并没有要求，这个仅做了解即可，相关知识在二级中会有更加深入的讲解。