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Banks must implement a stress testing program under the Basel III standards. Which of the following elements would not be included in this program? A. Multi-factor scenarios to test non-directional risk should be performed quarterly. These tests might include yield curve exposure, basis risk, and so on. B. Exposure stress testing must be performed at least annually. C. Stress testing should be integrated into the overall risk management plan and reported to senior management. D. Banks should conduct reverse stress tests to identify extreme but plausible scenarios. |