金程問(wèn)答
到底A錯(cuò)在group into(如老師視頻里講的分開(kāi)映射），還是如講義講的group into沒(méi)錯(cuò)，錯(cuò)在based on their size, 實(shí)際應(yīng)該為 base on maturity buckets？
老師筆記中，c和@都是var的參數(shù)，可type I是backtesting的參數(shù)哦。兩者都不統(tǒng)一，如何相互推導(dǎo)？
老師，A說(shuō)是non linear 沒(méi)錯(cuò)啊，錯(cuò)在哪了？C選項(xiàng)視頻中基本沒(méi)解釋錯(cuò)的原因，能再說(shuō)一下選項(xiàng)C么。
老師，選項(xiàng)D能再解釋一下么？Basel I market risk capital requirements produced a very current result because the 10-day horizon incorporated a recent period of time. 首先題目包括解析這里面的10-day horizon 怎么去理解，這句話應(yīng)該怎么翻譯的？問(wèn)題2，which typically ranges from one to four years. 老師講的是這里是指對(duì)數(shù)據(jù)的取選包括回測(cè)最多不超過(guò)4年，應(yīng)該怎么理解后半句這個(gè)題干？題干里面哪里提到數(shù)據(jù)甚至回測(cè)數(shù)據(jù)了？
請(qǐng)問(wèn)inventory和framework的根本區(qū)別在哪里，感覺(jué)聽(tīng)上去都是類似于框架的東西
老師好，如果這題目算出聯(lián)合違約概率是0.04%，那么資產(chǎn)相關(guān)性就是0或者0.15，對(duì)嗎？
老師，我能選對(duì)選項(xiàng)，但是對(duì)于D選項(xiàng)，我想問(wèn)一下這個(gè)圖畫(huà)的準(zhǔn)確性，他的累積概率密度為1對(duì)吧，這個(gè)圖波動(dòng)率大的明顯y左邊的多，y右邊的也多，怎么能和波動(dòng)率小的畫(huà)在一起呢？分布圖和x軸圍成的面積都應(yīng)該是1對(duì)吧，所以這個(gè)圖不太合理啊
老師，這個(gè)持票人相當(dāng)于SPV，前手相當(dāng)于bank對(duì)嗎
請(qǐng)問(wèn)損失在CCP中如何分布？A "loss waterfall" is a mechanism typically associated with a central counterparty (CCP);
所以選項(xiàng)B解析中的excecutive committee就是business line manager?第一道防線？
老師，這個(gè)解析跟題目有啥關(guān)系？
A選項(xiàng)為何解析里說(shuō)是board of director,到底是CORF還是Board of director呢?
表述一考察的是什么知識(shí)點(diǎn)呢，為什么要retain strategic and business risks
請(qǐng)問(wèn)老師解析中這段是什么意思Application whitelisting (only run pre-approved software on firmsa?? computers); Use of standardized secure system configurations (since complex configurations are more difficult to defend); Having processes in place to patch system and application software within a short period; and Limiting the number of individuals with administrator privileges."
這道題為什么選c而不是d？
程寶問(wèn)答
