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?

这里是指LBQ和BPQ检验吗？是考察的一级知识点？

老师，信用112题的OC a/c的第2，3年的10.8475和15.1199怎么得来的？

老师，第四个公式的mapping不太理解，可以进一步阐释一下么，为什么nd1可以看做△，nd2可以看做△s-c

老师，通常不是都说低风险低收益，高风险高收益吗？是因为这道题的假设是市场低迷，所以低风险低收益不对？

第一个CDS中60bp是什么意思呢？怎么看出来是赔付剩余价值40%？

老师这里的haircut是给定的15%吗，折扣体现在哪里

老师能不能解释下异方差，有点忘了

老师，61题的第二选项我没有印象，能否帮忙解释或者回忆一下？