Q5:老师好， 这里算出的s=5%为什么可以用作LVAR中涉及到的cost of liquidity 的均值？

请问TSAA指的是可抵押资产的面值还是数量呢？

老师好，请问一下这页ppt里conclusion 部分的结论是如何从上面的这个表里面得出的？，

请问41分41秒的ppt中，cf＋的interest列，为什么第七年从1.95变到了第八年的1.69了呢。第六年到第十年都应该是1.95的吧

是不是要跌破0.2才会产生那么大的损失呀？图上小于0.2的mezz spread才会下降哎~

为什么要卖出equity的保险呢？equity比mezz还容易违约，不会赔很多钱吗？

为什么要卖出equity的保险呢？equity比mezz还容易违约，不会赔很多钱吗？

I have below questions that I don't understand. It is hoped that you can help solve these questions Thanks. Assume a bank’s 10-day 99% confidence level var is 1 million. The HO is var model is accurate. 25 exceptions are observed out of 1000 samples. a. var model is accurate but risk type 1 error b. var model is accurate but risk type 2 error c. var model is bad but risk type 1 error d. var model is bad but risk type 2 error A portfolio alpha is 1.24% and the standard error of alpha is 0.1278%. the probability of observing such a large alpha is only 1%. Now calculate t-statistic, a. t = 9.7, accept b. t = 0.7, reject besides, for revision, historical var is n＋1 ? the 6th worst outcome of 100 sample? and expected shortfall is var eg 95% of 100 samples = worst 5 outcomes / 5 ?

请问老师，为什么Loan是floating rate却利率对它影响小，浮动利率请问不应该是随着浮动所以影响大吗？bond是固定利率却说利率对它影响大？（老师说bond本金没影响 但每期的interest有浮动影响） 这里没有理解，请老师指教，谢谢！！

老师，我对利率上升和下降引起Da和Dl的变化我还是不明白