李同学2020-08-30 19:10:04

(TM Q18)1.老师这道题没明白他想问什么？且是如何关联到答案的？2.B is correct. McKee suggests running a stress test using a historical scenario specific to emerging markets that includes an extreme change in credit spreads. Stress tests, which apply extreme negative stress to a particular portfolio exposure, are closely related to scenario risk measures. A scenario risk measure estimates the portfolio return that would result from a hypothetical change in markets (hypothetical scenario) or a repeat of a historical event (historical scenario). When the historical simulation fully revalues securities under rate and price changes that occurred during the scenario period, the results should be highly accurate. 这段在解释B，看不太明白，可否简单做翻译或解释？