FRM-VAR

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FRM-VAR

Postby anbu.edu » Thu Apr 04, 2013 11:50 pm

Which of the following describes the form of stress testing referred to as factor push analysis?

A) The effect on the portfolio from simultaneous changes in several factors is examined.
B) The risk factors that have the greatest potential impact on the portfolio are examined.
C) The impact on the portfolio is measured by examining an input at an extreme level.
D) All factors are examined at levels that inflict the most damage on the portfolio.


Source:schweser
Ans is C, my doubt is y cant it be D

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