[二级信用风险] 老师，可以麻烦解释一下78这题为什么选D吗？谢谢老师！

2024-10-30 15:35:371回答

[二级流动性风险] 短期的债券他收到的利息应该是固定的呀，不管市场上的利率怎么变，他收到的收益利息应该是一样的呀，所以这两个不应该都保持不变吗？

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

[二级流动性风险] 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.这个题目完全不懂 麻烦详细解析一下

2024-10-30 14:52:382回答

[二级信用风险] 老师您好？为什么 cds spread越大，default risk越小呢

2024-10-30 14:27:002回答

[二级信用风险] 老师，这题中25个bp 为什么不用加上呀？

2024-10-30 14:17:411回答

[二级流动性风险] 老师请问24题每个选项具体是如何影响流动性的

2024-10-30 11:52:121回答

[一级风险管理基础] 老师60题为什么不能使用CML线的那个公式算呢，这两个公式不是一样的吗

2024-10-30 11:49:511回答

[二级流动性风险] Each of the following is a measure for quantifying and/or monitoring risk levels EXCEPT which is a measure for understanding intraday flows? A. Total payments. B. Client intraday credit usage. C. Intraday credit relative to tier 1 capital. D. Daily maximum intraday liquidity usage.

Total payments is a measure for understanding intraday flows. In regard to (B)(C) and (D)each is a measure for quantifying and/or monitoring risk levels.为什么总的支付是理解日内流动性的一个测量他不也可以量化吗？那为什么其他的因素就是可以量化的呢？

2024-10-30 11:49:171回答

[一级金融市场与产品] 老师第59题从哪里看出来要用连续复利计算啊，为什么用一笔一笔折现算出来是错的

2024-10-30 11:35:421回答

[二级流动性风险] 关于EWI An unusual growth in assets particularly when accompanied by volatile liabilities;  Debt (credit) spreads widen and/or credit default swap (CDS) spreads widen.为什么这两个指标也说明了流动性变差。 CDS spread的增加不是只能说明对方违约的风险变大吗？

2024-10-30 11:03:122回答