金程問(wèn)答
請(qǐng)問(wèn)基礎(chǔ)課程流動(dòng)性風(fēng)險(xiǎn)講義中第15頁(yè)題目如何計(jì)算得出D答案 LVaR
Why is borrowing from central bank expensive? Isn’t it the rate offer by fed or discount window is cheaper than other bank offering ?
When I measure the amount of TSECF, TSAA, TSLGC, do I need use the discount factor ? To discount the cash flow of later period to today?
LCT是司庫(kù)下的一個(gè)部門(mén)，但是做題時(shí)候發(fā)現(xiàn)LCT向管理委員會(huì)匯報(bào)，那這個(gè)management committee和treasury是什么關(guān)系呢？
I若期未要還利息順序應(yīng)是這樣嗎？ senior interest then junior interest then equity interest then senior principal then junior principal then equity?
這個(gè)表怎麼看, 不明白 x and y Asis are representing what , and which way is good liquidity
If i turn the in the money option to at the money option in order receive less cash, which means I will suffer a loss? Why would I consider to do that?
Structured notes / securitized asset , pass through securities , CMO, REMICS, MVBs, stripper securities 全是表外嗎？out of balance sheet
Can u explain this in Chinese in detail? Isn’t it the higher confidence level should have higher VAR? And What is holding period relating to?
老師，為什么第一條防線(xiàn)是treasury不是corporate risk management
老師 這個(gè)liquidity duration在基礎(chǔ)課哪里講過(guò)？沒(méi)有印象了
15頁(yè)的題還是請(qǐng)老師寫(xiě)一下計(jì)算過(guò)程吧，我算的答案不太一樣，謝謝
老師，B選項(xiàng)意思是核心客戶(hù)賣(mài)掉的證券提高流動(dòng)資金跟交易銀行的關(guān)系不大，所以沒(méi)選嗎？
repo 的short 方和long 方都是怎么界定的
EWI的MERIT指的是什么，強(qiáng)化版好像沒(méi)講
程寶問(wèn)答
