[二級(jí)流動(dòng)性風(fēng)險(xiǎn)] 老師請(qǐng)問61題的funding cost risk中寫的“銀行以高于無風(fēng)險(xiǎn)利率的利率來融資”沒問題嗎，銀行本身就存在各種風(fēng)險(xiǎn)那不是就不能通過risk free rate來融資嗎

2024-10-30 17:05:511回答

[二級(jí)信用風(fēng)險(xiǎn)] 老師好，請(qǐng)問121題的公式在哪里講過，credit spread為什么和CVA有關(guān)？

2024-10-30 16:55:491回答

[二級(jí)流動(dòng)性風(fēng)險(xiǎn)] 老師請(qǐng)問56題為什么A是understanding，A不同樣是定量的嗎

2024-10-30 16:54:031回答

[一級(jí)估值與風(fēng)險(xiǎn)模型] 為什么是A不是C？

2024-10-30 16:17:011回答

[一級(jí)估值與風(fēng)險(xiǎn)模型] 這個(gè)我感覺邏輯是不是反了？我感覺應(yīng)該是economic downturn and political instability導(dǎo)致了default

2024-10-30 15:47:281回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 請(qǐng)問這題答案對(duì)嗎？

2024-10-30 15:38:131回答

[二級(jí)流動(dòng)性風(fēng)險(xiǎn)] 老師33題D選項(xiàng)也是對(duì)的吧

2024-10-30 15:37:171回答

[二級(jí)信用風(fēng)險(xiǎn)] 老師，可以麻煩解釋一下78這題為什么選D嗎？謝謝老師！

2024-10-30 15:35:371回答

[二級(jí)流動(dòng)性風(fēng)險(xiǎn)] 短期的債券他收到的利息應(yīng)該是固定的呀，不管市場(chǎng)上的利率怎么變，他收到的收益利息應(yīng)該是一樣的呀，所以這兩個(gè)不應(yīng)該都保持不變嗎？

A bank has a portfolio of short-term bonds. Holding the bank\'s earning assets and cost of funds constant in a rising interest rate environment the bank\'s: A. Nll and NIM will remain steady. B. Nll and NIM will decline. C. Nll and NIM will increase. D. Nll will decrease and NIM will increase.解析The short-term bonds (assets) will reprice while the cost of funds holds steady increasing Nll and NIM.

2024-10-30 14:57:174回答

[二級(jí)流動(dòng)性風(fēng)險(xiǎn)] Answer: C Since the 2007-2009 crisis the USD has tended to command a premium relative to the foreign currency (FC) in FX swaps; the party lending USD can sell the FC forward at a price F that is higher than indicated by the interest rate differential. That means the cross-currency swap basis has been greater than zero.

65. Since the financial crisis of 2007 2009 the cross-currency basis for most major currencies relative to the U.S. dollar (USD) has consistently been: A. Equal to zero. B. Greater than the interest rate differential. C. Greater than zero for the USD interest rate. D. Greater than the forward premium on the USD.這個(gè)題目完全不懂 麻煩詳細(xì)解析一下

2024-10-30 14:52:382回答