holding period 跟time horizon 的区别呢？

老师 经典题28题 rud 为什么不能用r+2k(o-k)dt 算呢？

模拟二2:老师好，这道题目，为什么不能用根号下【（104.39x0.4696）的平方＋（2.85x0.9868）的平方＋......＋（87.35x2.4261）＋2x104.39x0.4696x...x87.35x2.4261】的平方来计算Portfolio Var 呢？我这样算算不出答案。咱们基础课上给的公式就是Var p=根号下Var1的平方＋Var2的平方＋2x相关系数xVar1xVar2呀

老师好，请问如果用损失分布的方法怎么算出来的99%对应4个违约

老师可以讲解一下64题吗。我做出来的是A

老师可以讲解一下64题吗。我做出来的是A

老师这个题如果用计算器算YTM后是7.238%,再减去rf之后是2.43%，与2.19%差了一些是因为误差吗？还是我算错了。。。。

老师，为什么这里要考虑duration，我记得有一些题是直接用负债的值乘以增长率的呀？

When measuring LCR and NsFR , if there is a need of margin call (May be) do we need to put it as an input for measurement? And also for stressed scenarios of LCR, do we need margin call as an cash outflow? For NSFR, is there any stressed scenario? Or simply based only?

In liquidity , is tightness referring to The tighter it is the narrow of the spread , liquidity increase, so tight = liquidity , increasing the tight means increasing the liquidity. And tightness means illiquidity and width spread. M I correct?