wuzx · 2022年07月29日
NO.PZ2020021002000018
问题如下：
Reverse stress testing applies its modeling capabilities to estimate the size of potential losses.
选项：
A.True
False
解释：
True because risk mangers work back from the reverse stress test to try to understand how those losses were linked to its exposures and activities. The goal is to help an institution risk manage its activities to avoid the worst that might happen.
压力测试和反向压力测试描述上怎么区分呢？
我记得老师上课说反向压力测试找的是产生损失的原因。但是题目中说测的是损失规模。请问这两个概念可以等价吗？
False True because risk mangers work bafrom the reverse stress test to try to unrstanhow those losses were linketo its exposures anactivities. The gois to help institution risk manage its activities to avoithe worst thmight happen.老师好，这题为什么是对的？Reverse stress testing应该是workout how blooses coulget,即在已知looses的情况下，去回测导致这个looses的原因吗，而不应该是estimate the size of looses吧？estimate the size of looses不应该是stress testing吗？
