老師，題目中有2個(gè)libor,在算inflow 用得是1.25％+2.5％為什么不是 0.5％+2.5％？
模考一卷第48題，老師講的是要用expect firm value，不能用current value，A答案也不對(duì)吧？
算全價(jià)時(shí)三個(gè)月后的coupon（0.06/4乘以本金100000）不需要折現(xiàn)到0時(shí)刻嗎？repo rate 可以認(rèn)為是無風(fēng)險(xiǎn)利率吧。
是不是sell call 和put 都沒有WWR或者RWR
老師，為什么這道題我感覺A選項(xiàng)說的是有利率和流動(dòng)性風(fēng)險(xiǎn)，但是沒有信用風(fēng)險(xiǎn)？
Why do I measure the D2 negative 0.860 instead of positive number??? Can u so the step with numbers accordingly?
7大friction 中, point two originator lie to arranger Why is predatory lending conclude as originator lie to arranger? Isn’t it should be arranger lie to originator?? As it is arranger buying the loan and the originator need to repay it afterward
Trust account is it equal to reserve pool in MBS? Must be fill it before paying money to equity tranche?
Is repo, reverse repo, CLN, CDS, TRs, all on balance sheet instruments?
Why don’t we first pay for the principal 80m?? Where is it
老師，18題的DF公式是什么？怎么計(jì)算出來的？
老師，D選項(xiàng)中，最小轉(zhuǎn)移金額不是越小，就越有利于降低敞口嗎？這道題也沒有說明是提高還是降低這個(gè)值呀？
老師，這個(gè)b選項(xiàng)我作為保護(hù)的買方不是已經(jīng)把敞口轉(zhuǎn)移到對(duì)手方了嗎？怎么還會(huì)對(duì)我有影響呢
Q29, if the asset doesn’t default but drop in value , is the cds seller still need to pay for the cds buyer ?
OTR隨著時(shí)間推移，變成OFR，從圖像看，就越接近GC，這樣spread不是越來越小嗎？
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