Do nerves of steel come from confidence or security, or from knowledge?

I heard this 5 year olds confident call to 911and she sounded so mature for her age during an emergency. link
(Sorry for the commercial before the video but there is no way I know around it.)
Any way it had me wondering what makes some people do well in an emergency and others fall apart? When my father had to go to the hospital I had to make all the calls and decisions. My older sister couldn’t deal with the situation. She didn’t know who to call or even what to do. She is otherwise extremely level headed but in a crisis she gets confused and irrational. I thought I would fall apart in the caos but I didn’t and made all the right calls and held it together till he was in the hospital, then I fell apart.
So why do you think some people are cool in a crisis and others panic?