[二級信用風(fēng)險] If the CDS spread is greater than the bond yield spread sell the corporate bond and sell CDS protection to borrow at less than the risk-free rate.怎么解釋這一段話呀？這是怎么實現(xiàn)套利呀？還有另外一個題目就是第99題的為什么選C呀？

2024-10-25 23:18:164回答

[二級流動性風(fēng)險] 老師您好，為什么這里weighted average of liabilities maturity decline可以當(dāng)作一個早期預(yù)警指標(biāo)呢

2024-10-25 22:01:162回答

[一級金融市場與產(chǎn)品] 86

c選項為什么

2024-10-25 20:34:051回答

[二級信用風(fēng)險] cds是信用風(fēng)險的轉(zhuǎn)移，拿他增加了什么風(fēng)險呢

2024-10-25 19:54:421回答

[二級流動性風(fēng)險] 這題按照公式不應(yīng)該用1的方式來算嗎？為什么答案是2??的方式呢

2024-10-25 19:20:062回答

[二級信用風(fēng)險] 這個68題要學(xué)會計算嗎？他前面的系數(shù)也要要記住嗎？還有這個第70題他的計算步驟為什么是這樣算的？每一步都不理解，麻煩詳細(xì)解釋一下。

2024-10-25 17:20:473回答

[二級信用風(fēng)險] Credit spreads are observable and when used in conjunction with observed discount rates on swaps and the presumed recovery rate the probability of default over the specific maturity can be inferred. The probability of default can in turn infer the hazard rate for the first period. Using the bootstrapped hazard rate from period l the second period hazard rate can be inferred using the same procedure with observable data corresponding to the longer maturity. 不是直接根據(jù)公式推導(dǎo)出來的嗎 和boot strap有什么關(guān)系

2024-10-25 16:57:253回答

[二級信用風(fēng)險] 關(guān)于交易壓縮

圖里第九個相關(guān)的知識點在哪里，講義上有例題嗎？謝謝老師

2024-10-25 16:33:461回答

[二級信用風(fēng)險] Base correlation and compound correlation are both: A. tranche correlations. B. implied correlations. C. not relevant for synthetic CDOs. D. exhibiting a skew with correlations rising with tranche seniority. 這兩個correlation是什么東西呀？為什么感覺沒有學(xué)過呀？可以詳細(xì)解釋一下嗎？

2024-10-25 16:30:492回答

[一級定量分析] 160是什么意思?題目選項能講一下嗎

2024-10-25 16:28:491回答