7大friction 中, point two originator lie to arranger Why is predatory lending conclude as originator lie to arranger? Isn’t it should be arranger lie to originator?? As it is arranger buying the loan and the originator need to repay it afterward

Trust account is it equal to reserve pool in MBS? Must be fill it before paying money to equity tranche?

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？