老师您好!soundness of a model和health check of the model到底有多大区别?能分别举个例子吗?
已解决
老师好,为什么Abc对清算中心的敞口不是10?
已回答
老师好,这个21题想问一下,Pot 和gev 是否需要分布是独立同分布的假设前提。
已回答
Payment netting: combine the cash flows from different contracts with a counterparty into a single net amount.
Close-out netting: netting of contracts values with a counterparty in the event of the
counterparty’s default.
老师除了这两种还有哪些netting?这两种有没有具体的例子可以帮助理解一下