如题

问题如下：

The following statements are about the scenario development in the liquidity stress testing model, which of the following is NOT correct?

选项：

A.

Starting point for building liquidity stress test is baseline funding and liquidity plan.

B.

Hypothetical Scenarios are based on a backward-looking view in which the financial institution experiences severe liquidity stress.

C.

Liquidity failure is a high-impact, low-frequency event

D.

The disadvantage of historical scenarios is that very limited data are available

解释：

考点：对Liquidity Stress Testing and Liquidity Risk Reporting -Design of The Model的理解

答案：B

解析：

B选项描述错误，Hypothetical Scenarios are based on a forward-looking in which the financial institution experiences severe liquidity stress.