NO.PZ2019070101000084
问题如下：
Which of the following statements about principles of stress test is incorrect?
选项：
A.
Backward-looking scenarios should be used to to take into account of system wide Interactions and feed back effects.
B.
Bank should consider the results of forward-lookaing stress testing for assessing the adequacy of capital and liquidity
C.
A bank should enhance its stress testing approaches for hghly leveraged counterparties in considering its vulnerability to specific asset categories or market movements and in assessing potential wrong-way risk related to risk mitigating techniques.
D.
The effectiveness of risk mitgation techniques should be systematically challenged.
解释：
A is corrct.
考点：Stress testing
解析：
本题是选出说法不正确的选项。
应该使用forward-looking scenarios 来考虑系统范围内的交互和反馈效应。 A选项说法错误。
考虑前瞻性压力测试的结果，以评估资本和流动性的充分性。B说法正确；银行应加强对高杠杆交易对手的压力测试方法，以考虑其对特定资产类别或市场变动的脆弱性，并评估与风险缓解技术相关的潜在错误风险。 C说法正确。 压力测试应在压力条件下系统地对风险缓解技术（如对冲、净额结算和抵押品的使用）的表现进行评估，D说法正确。
老师好，什么叫“forward-looking scenarios”？
