压力测试的变量不一定是financial variable啊

问题如下：

Which of the following is true about stress testing?

选项：

A.

  It is used to evaluate the potential impact on portfolio values of unlikely, although plausible, events or movements in a set of financial variables.

B.

  It is a risk management tool that directly compares predicted results to observed actual results. Predicted values are also compared with historical data.

C.

  Both a. and b. are true.

D.

  None of the above are true.

解释：

ANSWER: A

Stress testing is indeed used to evaluate the effect of extreme events. Answer B is about back-testing, not stress-testing.

解析：

下面哪一个陈述关于压力测试是正确的？

A. 用于评估一组金融变量中不太可能但看似合理的事件或变动对投资组合价值的潜在影响。这个就是压力测试的定义，正确。

B. 是一种直接将预测结果与观察到的实际结果进行比较的风险管理工具。 还将预测值与历史数据进行比较。这个是back-testing的定义，错误。