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

蓝字部分，一级中duration不是mac duration除以1+y吗？mac duration表示汇款天数，duration衡量风险吗？这个duration=1/2怎么解释。

老师，这两个题有什么区别？为什么算WCL的时候不一样？

您好，请问照片中5%和0.05分别与公示哪个概念相对应呢，有点不懂这个公式。

老师，这个题答案的表格是怎么做出来的？

这个等式怎么左右两边相等，是因为卖出买入资产使得mvar变化，然后等式相等吗？

老师这道题，答案不对吧，计算VaRt-1和VaRt的差时候为什么不算均值？profilo均值不同消不掉的呀，t-1时候均值0.134，t的时候均值0.167

请老师讲解一下这道题。