Q34的D選項，麻煩老師再講一下。short term的roll over的問題
為什麼圖中l(wèi)iabilities is zero charge?
Why is it here times 0.99 but not 99 ?
為什么在stress time的時候，GC rate會下降呢？collateral supply減少，不是意味著為了獲得抵押品而作出讓步么？
Emergency bank 的作用是什麼？offer loan? Or 吸收loss?
Ladder policy 是指短期息低，長期高，一級一級的上升嗎？
What is clientele effect? And how is it related to liquidity issue ?
什麼是payment throughout? 是銀行的cash expense outflow 嗎？
可否加以說明 what is Negotiable order of withdrawal account? What is the interest very low there?
Q43 b c d 答案也可應(yīng)用在Bond 嗎？
Q33d baseline 不是應(yīng)該指normal scenario 嗎？ stress times should used baseline + stress scenario 不是嗎？
Q27 separate average cost of fund approach , notes 沒有講到, 能解釋嗎？
請問在做壓力測試時候的基準(zhǔn)情景 是正常情況嗎 （不是這道題的問題）謝謝
這裡 fed fund markets 是指bank ask fed fund to borrow the reserve that banks has saved in the fed bank? 那些reserve 是指只能借bank 自己的reserve 還是其他bank 的reserve 也能借？
Foreign exchange swap 是只交換息差不換本金嗎？它和cross currency swap 有什麼分別？
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金程問答