Q41 is this saying LDA method?

40 don’t we have some reality case exist like answer D?

39d don’t we have some case exist like this? On answer D

27 D 20times 0.05 =1 exception , where is 20 come from?

老师，请问var和cost of liquidation的计算都是考虑单尾吗？为什么第七题中感觉VAR 是考虑单尾，但是cost of liquidation是考虑双尾？

老师，我还是不大明白资产流动性风险和融资流动性风险之间的差别，流动性风险不是通常分为交易流动性风险和资金流动性风险吗？

Q6 market risk distribution is normal distribution ? With symmetrical and no fat tail?

为什么经济资本不能是HQLA 里面的

老师，我还是不大懂为什么要除以2？

Q29 how can multi factor smaller than 3? Isn’t it suppose to be 3-4?