c項哪里錯呢
為什么不選A選D呢
請問基礎(chǔ)課程流動性風(fēng)險講義中第15頁題目如何計算得出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是司庫下的一個部門，但是做題時候發(fā)現(xiàn)LCT向管理委員會匯報，那這個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，為什么第一條防線是treasury不是corporate risk management
老師 這個liquidity duration在基礎(chǔ)課哪里講過？沒有印象了
15頁的題還是請老師寫一下計算過程吧，我算的答案不太一樣，謝謝
老師，B選項意思是核心客戶賣掉的證券提高流動資金跟交易銀行的關(guān)系不大，所以沒選嗎？
程寶問答
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