金程問(wèn)答
四個(gè)選項(xiàng)麻煩都解釋一下謝謝
C為什么不對(duì)
老師好，請(qǐng)問(wèn)C的解析里 A matched-maturity marginal cost of funds liquidity pricing policy converts the bank’s fixed rate borrowing cost to floating 【and equals the spread above a reference rate. 】后邊這塊怎么理解呢？謝謝
老師好，請(qǐng)問(wèn)問(wèn)題區(qū)貼圖的另一道題目，為什么要剪去vault cash呢？謝謝
老師好，請(qǐng)問(wèn)這個(gè)題的邏輯為什么分析的是change from previous month呢？做題的時(shí)候沒有考慮到這一點(diǎn)，謝謝
老師好，請(qǐng)問(wèn)capacity ratio和loan commitments ratio有什么區(qū)別呢？謝謝
老師好，請(qǐng)問(wèn)這個(gè)應(yīng)計(jì)利息是0～3時(shí)段的還是3～6時(shí)段的？怎么理解呢？謝謝
組合的IR如何算
不是只有3個(gè)bias嗎？這個(gè)measurement bias能否解釋一下？
老師好，請(qǐng)問(wèn)保證金那額外的100*50%哪去了呢？這兩句話沒有理解。Assume Lever Brothers finances a long position in $100 worth of an equity at the Reg T margin requirement of 50%. It invests $50 of its own funds and borrows $50 from the broker. Immediately following the trade, its margin account has $50 in equity and a $50 loan from the broker (The broker retains custody of the stock as collateral for the loan). 能解釋下這個(gè)變動(dòng)產(chǎn)生的現(xiàn)金變動(dòng)的邏輯嗎？謝謝
老師好， 如果新借入的debt的成本變化了，需要算一個(gè)加權(quán)平均成本cost of debt嗎？有沒有這種例題呢？謝謝
最后他問(wèn)time step exclude指的是什么呢，為什么選posting collateral？
麻煩解釋下C和D，計(jì)算都會(huì)
請(qǐng)問(wèn)老師，可以幫忙列一下所有cvar和mvar的公式嗎，謝謝
麻煩老師解釋下這一題
程寶問(wèn)答
