讲义78页，习题2 红笔圈出61.6怎么算出来的？individualVaR相加得出的VaR（p）不是没有分散化吗，那么这个值应该是69.9？用方法一计算时，那个VaR（p）两处正好都是61.6，如果两个值不同，是用individual VaR的VaR（p）还是用CVaR中的VaR（P）呢？

老师 646为什么选D 储户把钱取走 bank不就会面对流动性风险吗？ABC为什么不选

老师说应该对损失进行建模， AA A评级的情况下没有损失，建模的时候是不是可以不考虑他。

老师 644题可以讲一下吗

请问老师哪一章讲过这个vasicek模型啊？

老师 638这道题答案为什么有一块是0.35/50呢？？为什么不直接用0.35

老师 可以讲一下636题吗？答案太简单了

原版书上的这几话要怎么理解？ 1.For example, if the dollar is cheaper in terms of yen in the forward market than stipulated by CIP, then anyone able to borrow dollars at prevailing cash market rates could profit by entering an FX swap-selling dollars for yen at the spot rate today and repurchasing them cheaply at the forward rate at a future date. 2.A positive("wide") value of(f-s), above, indicates that party lending US dollars sells the foreign currency forward at a higher dollar price than warranted by the interest differential. Equivalently, a party borrowing US dollars via an FX swap-say, to hedge its US dollar asset-is effectively paying a higher interest rate on the swapped dollars than is paid in the cash market. 原版书页码为334-335

请问：信用百题第95题，7.5倍杠杆后的总资产是262.5，不是应该包括投资本金吗？理解应该是[(262.5-35)*1.35%＋35*3.5%]/35呀。这里对于杠杆倍数的理解有疑问。

题347请解答一下