NO.PZ2019052001000085
问题如下:
Which of the following is most likely one of the differences between the EBA Europe 2011 stress test and the CCAR(2011) stess test ?
选项:
A.the CCAR requires comparison of bank and third party projected losses.
B.EBA Europe 2011 did not find any violation of capital adequacy requirements through the 90 European banks.
C.EBA Europe 2011 required disclosure of bank level stress tests, while the CCAR required disclosure of macro-level scenario results.
D.EBA Europe 2011 did not require bank level loss projection.
解释:
C is correct.
考点:Stess Test Comparison
解析:The 2011 CCAR 要求银行提供他们自己的压力情景的结果,但是没要求和三方的对比。EBA Europe 2011让8家银行补了2.5billion欧元的capital。The 2011 CCAR仅要求披露宏观情景结果,而EBA Europe 2011要求披露银行层面的情景结果。
c选项在课件中提到过吗?尤其针对europe的前半句话