Which of the following is part of the Group of 30 Report’s market risk and stress testing recommendations?
A . To be consistent with regulatory capital measures, 10-day holding periods should be standardized for VaR reporting
B . Historic simulations are not effective methods of stress testing
C . Stress tests should incorporate changes in liquidity
D . Market risk VaR measures should be multiplied by 3 to get to a stress test figure, as long as the VaR model has been back-tested