这道题为什么不是用4.45-0.5-1.1？答案中这样做不就等于把marginal当作forward PD来看了么？

这道题参考答案和视频上也不一样，答案上选C，把累计优先股算作了Tier1，把unrealized earning算作Tier2

这道题梁老师讲的和答案不一样，答案的意思是（详见289）regulary capital包括EL和UL，题目中说不考虑EL所以是不对的。梁老师的意思是regulary capital不包括EL

这里的两个例子，梁老师是不是弄错counterparty了。应该是A与B交易，A default了，让C来接A的盘吧？梁老师说是B default了，让C接A的盘

请问D哪里错了，讲义里写了是：supplementary measure to risk-based capital啊

请问44题答案为什么选B

All of the following could help to reduce the credit exposure on a set of derivative transactions except: A daily mark-to-market of transactions B netting agreements with the counterparty C collateral and other credit enhancements D early termination agreements 老师，您好，我错选了C，因为haircut越大，exposure越小，那么信用增级了，haircut变小了，exposure变大了，哪里理解的不对。 另外，D选项，我们之前的break clause 是减小敞口的一种技术，D说的不就是这个技术吗？

Bank A, which is AAA rated, trades a 5-year interest rate swap (semi-annual payments) with Bank B, which is rated BBB. Because of Bank B's poor credit rating, Bank A is concerned about the 5-year exposure it is going to run because of the swap deal. Which of the following measures help mitigate Bank A's credit exposure to Bank B? Ⅰ.Negotiate a CSA with Bank B and efficiently manage the collateral management system Ⅱ.Execute the swap deal as a reset swap wherein the swap will be marked to market every six months Ⅲ.Execute the swap deal with a break clause in the third year Ⅳ.Decrease the frequency of coupon payments from semi-annual to annual 老师，是A付coupon给B吧？那减少付款频率，不是降低exposure，为什么第四个不对呢

Convertible bond中的call是谁的权利？是发行方的吗？什么时候会债转股？

请问什么是swap rate