微信扫一扫
实时资讯全掌握
|
Which of the following statements best describes the uses of stress analysis? A. Stress analysis can be used to enhance VAR analysis by focusing on the extent of loss in an extreme event. B. Scenario analysis, which is a special case of stress analysis, suffers from limitations on implementing a consistent and manageable approach. C. Stress analysis has several advantages over a value at risk (VAR) only approach that includes: highlighting inappropriate assumptions, hidden vulnerabilities, and the ability to be able to forecast probability of rare but damaging events. |