Q63 a assume correlation =1 and no diversification benefit. How ever when we measure market risk charge on standard approach for Basel one , we assumed correlation =0 for each asset type With no diversification, why is that?

beta为什么是指数的？我之前有提问过，老师解答beta和标准差都是组合的！

在非参和半参方法里各介绍了一种算权重的方法，请问这两种方法有什么区别？

42题 说的是今年不汇报了 明年业绩好继续汇报 理解成样本选择偏差不对吗

老师，视频打不开，可以解释一下这道题c为什么是auction后special spread最小，然后升高吗

Is callable bond equal to long a normal bond plus short a call option? How about a convertible bond , Are they the same? Long a long bond and also Short a call option ? Are the option same ?

C选项remove the link between quantitative sales targets and compensation for sales staff 中的remove是不是太绝对了？

操作风险不是本来就没有diversification effect嘛，那ρ=1不是正常操作嘛，为什么会高估？

我想问一下，书上说cor swap 中在熊市下long put（index）short put（stock）。那么既然是熊市策略用long put（index）与short call不是赢钱概率更大吗？

Here is trust account equal to equity? Or the reserve pool? How will those 180,000 go to???