第60题的B选项为什么不对? 这里没听懂

第51题，C 选项的wrong way risk: EA increase, PD increase. 不清楚到底应该是看FISRT BANK 还是CANADA的PD. 记得另外的地方是看FIRST BANK (CDS counterparty). 但这里假设的是CANADA PD. 是假设任意一个都可以吗？

How do u measure 3.04? Can u list it in detail?

可否提供q 30 and 31 指細説明答案?

可以请问下老师我是哪里算错了吗，正确的应该是怎样呢，谢谢

请问下老师这道题我这么算哪里错了吗，正确的应该是怎么样的呢，谢谢

老师请问，百题21题，B选项 如果decay factor就是λ=1 那带入公式的话weight 应该是0吧 那怎么能说是更加persistence呢

41题对应课件的哪一个章节？

haircut计算leverage的方法不太理解 比如以下这个例子 Typically, the total amount of the deposit will be some amount less than the value of the underlying asset, with the difference called a “haircut”. For example, if an asset has a market value of $100 and a bank sells it for $80 with an agreement to repurchase it for $88, then we would say that the repo rate is 10 percent(=88-80 / 80), and the haircut is 20 percent (100 – 80 / 100). If the bank defaults on the promise to repurchase, then the investor keeps the collateral. 按照讲义中的公式 杠杆是五倍吗

borrower发起的交易是repo ，lender发起的交易是reverse repo ，是这么理解么