PFE和maximum PFE的区别和关联是什么？

老师，能简单举个例子说解释一下这里么？看视频完全看不懂

这里的round我有些忘记了能讲一下吗？

老师，你好~在CCP中，auction, variation margin haircutting, selective tear-up of position这三个在waterfall处于什么位置呢？为什么在图中的表格中没有显示出来？谢谢。

VAR计算得到7.29，ES通常不应该大于VAR嘛?

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--_-