請問在CCP當(dāng)中是否有采用netting的機制呢？
What is ATM?
C - for Basel 3 operation risk, do we still have BIA? Isn’t it replaced by Sma?
Q63 a assume correlation =1 and no diversification benefit. How ever when we measure market risk charge on standard approach for Basel one , we assumed correlation =0 for each asset type With no diversification, why is that?
老師您好，可以再講下第33題的D選項嗎？為什么maturity小于1年還會有85%的RSF？
What is CRm?
Q29 how can multi factor smaller than 3? Isn’t it suppose to be 3-4?
If I need to reduce debt ratio , should I increase my leverage ratio to cover the debt?
logistic regression And linear discrimination analysis ？有什麼分別，能分別講解嗎？
所以說IRC是SRC的拓展嗎？在SRC的基礎(chǔ)上加上了對信用評級下調(diào)風(fēng)險的考慮以及采用1年99.9%的VaR，然后CRC是IRC的基礎(chǔ)上加入了對證券化的考慮，可以這樣理解嘛
該題的細(xì)化知識點能總結(jié)下嗎？
Ms 和Mc指的是？
老師，請問這道題對應(yīng)的課件PPT是哪頁？可以截圖看看么？
請問LDA模型中，損失嚴(yán)重度和頻率，分別是什么分布？
請問，CET1是否要包含G-SIB surcharge/2
程寶問答
金程問答