问一道题：NO.PZ2020042003000068

问题如下：

Which of the following statements about the design of liquidity stress testing model is NOT correct?

选项：

The liquidity stress testing model forms an integral component of an end-to-end process that begins with risk identification and event analysis in order to ensure that the roster of scenarios appropriately captures material liquidity risks

The planning horizon of the liquidity stress test should be at least 3 months

As a general rule, the institution should consider the organizational level at which liquidity is commingled and liquidity oversight has management accountability

Frequency of CF measurement within the overall time horizon must be determined

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选项错误，The planning horizon of the liquidity stress test应当最少12个月。