老师您好，市场风险的压力测试更早？

问题如下：

Which of the following statements is(are) correct?

Statement 1： Credit risk materialises quickly whereas market risk will need a longer time horizon to feed.

Statement 2：The stress test of market risk has been proposed only in recent years, but the stress test of credit risk has existed for many years.

选项：

A.

statement 1.

B.

statement 2.

C.

Both.

D.

Neither statement 1 nor statement 2.

解释：

D is correct.

考点：Stress Testing

解析：

市场风险很快会显现，而信用风险需要更长的时间才能有反馈，市场风险的压力测试已经存在很多年了，但是信用风险的测试最近才提出来。这两个说法都不正确。