C怎么理解？r一直上升為什么不是缺點？
這頁ppt聽不懂在講什么
老師 LN(117.94/100) =0.165, 這里為啥要除100
如何判斷是用單尾還是雙尾來測算surplus at risk
衡量業(yè)績的指標中，特雷諾比率那塊兒，有個T平方TRp?（Rm?Rf），這個是啥知識點？麻煩老師講一下吧
BCD應該怎么改才正確？同時煩請講一下提及到的知識點，謝謝
Correlation- weighted historical考慮方差協(xié)方差矩陣了么？老師能把這幾個方法都考慮了什么總結一下不？波動率，相關系數(shù)，不對稱性，方差協(xié)方差矩陣。。。
老師，您好！什么情況需要將題設給的久期轉化為修正久期？
C選項視頻老師講A-IRB考慮high default correlation ？哪里體現(xiàn)了？WCL-EL
百分之8RWA這里，指的含一級附屬資本么？謝謝
B選項，copula是如何計量尾部依賴性的？麻煩具體解釋下
為什么對對信用風險做壓力測試，主要是針對系統(tǒng)性風險？對操作風險做壓力測試，主要是針對非系統(tǒng)性風險？
老師您好！這道題的C選項確實讓我猶豫了一下，圖中題目2，當時老師講的時候是說securitization product一般期限比較長需要放在banking book中所以2是錯誤的，這道題巧了正好有一樣的表述，請老師幫忙看看明確一下？
市場風險var是否應該轉化10天的var。這題里算的是一天的。
老師這道題為什么和官網(wǎng)不一樣，官網(wǎng)是：A quantitative analyst at a proprietary trading firm is incorporating unsupervised machine learning (ML) algorithms into the firm’s technical analysis of equities by using K-means clustering. The clustering algorithm will be applied to continuous volatility data in order to group observations into clusters that can be used to identify the current market regime. Since clusters close to each other are likely to exhibit similar characteristics, the analyst measures the distances between the observations within each cluster and the centroid of that cluster. If the analyst wants to ensure that the minimum distance is obtained for the continuous data clusters when applying the K-means algorithm, which measure should be used to achieve the desired outcome? A.Euclidean distance B.Manhattan distance C.Cook’s distance D.Gini measure麻煩解答一下
程寶問答
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