老师可以解释一下非参数法“Difficult to detect structural shifts/regime changes in the data.”吗

Capital conservation buffers have been established by the Basel Committee as part of measures designed to ensure that banks have enough capital to handle stress situations. Assuming no regulatory add-ons have been imposed, which of the following is correct? 请问此题为什么说是0 CB?有100% constraint on capital distribution? 这是怎么判断的，谢谢。

The risk management department at Southern Essex Bank is trying to assess the impact of the capital conservation and countercyclical buffers defined in the Basel III framework. They consider a scenario in which the bank’s capital and risk-weighted assets are as shown in the table below (all values are in EUR millions): Risk-weighted assets 3,110 Common equity Tier 1 (CET1) capital 230 Additional Tier 1 capital 34 Total Tier 1 capital 264 Tier 2 capital 81 Tier 3 capital - Total capital 345 Assuming that all Basel III phase-ins have occurred and that the bank’s required countercyclical buffer is 0.75%, which of the capital ratios does the bank satisfy? 请问此题若是满足CB，则capital conservation buffer应达到345/3110对么？谢谢

利率期限结构在一级的什么地方啊～～～完全忘记了

nominal yield 和 real yield是怎么定义的来着？在一级的什么地方能找到啊--_-

请问解析里的 VaR was developed as a way for banks to track the economic capital requirements while taking into account the effects of diversification on the risk of the portfolio.（VaR在追踪经济资本要求的时候考虑到组合风险的分散化效用）为什么能解释 D、Portfolio diversification is not fully accounted for using the VaR methodology.（组合的多样化不能完全解释使用VaR方法的原因）这句话是错的？看不太懂。

请问B、VaR ensures that the estimate of portfolio risk is less than or equal to the sum of the risks of that portfolio’s positions这句话对吗？如果是正确的该怎么理解？

老师 这道题里“一年的标准差=根号250*一天的标准差”用到了平方根法则 前提条件不是独立同分布吗 可是题干里没有给出这个条件

这道题的1有些不太明白，对于交易对手风险是双向的，那么sell option的一方没有信用风险敞口，这还是交易对手风险吗？

老师，书本这里说的异常是从min variance方面说吗？这段看到我有点懵😂