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 644題可以講一下嗎
原版書上的這幾話要怎么理解？ 1.For example, if the dollar is cheaper in terms of yen in the forward market than stipulated by CIP, then anyone able to borrow dollars at prevailing cash market rates could profit by entering an FX swap-selling dollars for yen at the spot rate today and repurchasing them cheaply at the forward rate at a future date. 2.A positive("wide") value of(f-s), above, indicates that party lending US dollars sells the foreign currency forward at a higher dollar price than warranted by the interest differential. Equivalently, a party borrowing US dollars via an FX swap-say, to hedge its US dollar asset-is effectively paying a higher interest rate on the swapped dollars than is paid in the cash market. 原版書頁碼為334-335
麻煩看下這道題的講解視頻和解析講的不一樣啊 問題是create concern 所以是對stabilize不利的 視頻和解析說的是相反的
老師這兩段話的邏輯沒明白，236頁notes，美元短缺的。lower bound是由美元負(fù)債對長期資產(chǎn)的期限估計(jì)，這個下降了，表明長期資產(chǎn)減少了？
23分46秒這里的B 1除以S 為什么就是美元換算成歐元了？s代表的是一歐元等價多少美元的意思嗎？那么后面的乘以F怎么解釋？F也是一歐元等價多少美元的意思嗎？
請問為什么賣掉債權(quán)4以后，從第7年開始TSCLGC都是3.96。而不是減去負(fù)的TSECCF的余值，按說都有負(fù)流出了，司庫的準(zhǔn)備金應(yīng)該減少才對
老師，可以解釋一下“匹配賬簿”（matched book）嗎
老師這道題的思路是這樣嗎，F(xiàn)inancial instruments owned是所有可以用的抵押品，Pledged as collateral是已經(jīng)用了的抵押品，計(jì)算四家銀行的Pledged as collateral/Financial instruments owned，得到的數(shù)值越小，說明剩余的未被用到的抵押品越多，銀行就越不脆弱？
沒聽懂視頻解析，請老師再詳細(xì)講解一下這道題
指標(biāo)與流動性的關(guān)系是？
在講義的那一塊
此題B選項(xiàng)，考慮標(biāo)的資產(chǎn)價格下降時，賣出的Put會被行權(quán)虧損，買入的call option不行權(quán)，但也虧損吧？這個不會形成流動性問題么？
D選項(xiàng)不應(yīng)該是forward market嗎。
老師什么是久期對應(yīng)的價格風(fēng)險(xiǎn)？
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