微信扫一扫
实时资讯全掌握
|
Which of the following most accurately describes the relationship between computing internal capital requirements using a stress testing approach versus a value at risk (VAR) capital strength approach? Stress testing approaches: A. are substitutes for VAR approaches since they better measure the entire spectrum of potential outcomes. B. should never be used since they are based entirely on subjective inputs. C. can never be combined with VAR approaches because they are based on different probability distributions. D. complement VAR approaches since they account for scenarios that may not be properly considered in VAR approaches. |