The stress test 场景学习单

A portfolio remains profitable in every scenario shown on the screen.

屏幕上的所有情景里，投资组合都保持盈利。

MANAGER

The results prove the structure is safe under pressure.

结果证明这个结构在压力下是安全的。

ANALYST

A model that sees only normal conditions is a description, not a stress test.

只看到正常条件的模型只是一种描述，而不是压力测试。

ANALYST

Double the default rate, raise correlation, remove the resale market and show the point where required cash exceeds available cash.

把违约率加倍、提高相关性、移除转售市场，并标出所需现金超过可用现金的临界点。

MANAGER

If that threshold appears before the severe case, we stop adding exposure and review the assumptions.

如果在严重情景之前就出现该阈值，我们就停止增加敞口并复核假设。

The green chart gains a red boundary and the assumptions behind it.

绿色图表增加了一条红色边界和它背后的假设。