Which of the Following Statements Is True

Multiple Choice

Which of the following statements is true?

A) Under the BIS scenario analysis, an FI needs to assess its liquidity position in comparison to other FIs in the market based on different scenarios.
B) Under the BIS scenario analysis, an FI needs to estimate the size of cash flows for each type of asset and liability based on past experience.
C) Under the BIS scenario analysis, an FI needs to assign a timing of cash flows for each type of asset and liability by assessing the probability of behaviour of those cash flows under the scenario being examined.
D) None of the listed options are correct.