Is repo, reverse repo, CLN, CDS, TRs, all on balance sheet instruments?

老师废话太多

老师好，想问下以下几种情况下，计算时应该用one tail还是two tail的值呢？1. Surplus at risk 2. CF at risk 3. stressed time的bid-ask spread.

老师好，想问下以下几种情况下，计算时应该用one tail还是two tail的值呢？1. Surplus at risk 2. CF at risk 3. stressed time的bid-ask spread.

52题目A选项这个是支付浮动啊 老师是否讲反了？

老师，关于课件第44页这个解释，我觉得关于lower VaR confidence level不应该用alpha来解释吧，alpha跟typeI/II应该是假设检验中显著性水平吧，这个地方说的只是用更第一点的VaR CL，根据图2的说法，只是说高的VaRCL 很难有exception，所以才用低的VaR,不知道我这样理解对不对，谢谢。

Why don’t we use Libor as 0.50?

押题52，第一个为什么也对，pay for realized correlation ,付出浮动，在相关性增加时，应该是亏钱的呀？

Q37, why both answer b and C said correlation equal to 1 but ans b can underestimate risk but ans C I ill overestimate risk? Pls explain in Chinese

Q23 is BSM can only equal to lognormal approach but not risk neutral one?