老师，麻烦帮忙看下选项B是不是对的，可以分析一下吗？我的想法是Var的confidence level降低了会导致Var值计算偏低，EC也会相应降低，会导致RAROC变大，是这样么？同时A选项的话，是不是有错？错在什么地方？不太懂？谢谢

27 I. Exam one Does Stock implied distribution has negative skew?

老师，你好~押题第5题的D选项，梁老师说非参数法可以侦测到ructural shifts和regime changes，但是选项说的是“difficult to detect”，请问这是什么意思？谢谢。

老师，这道题的答案C、D可以分析一下吗？看不太懂，虽然记住了在巴塞尔三里面 各级资金都加了个CCB 2.5% 但是还是不太懂给定的资本金怎么判断有没有达到资金要求，觉得好混乱

老师，麻烦帮我看下这一题，看我做的方法哪个是对的，可以分析一下吗？感谢

Q5: option D says "Non-parametric is difficult to detect structural shifts or regime changes in data" but Dr. Liang said it should be because it's all reflected in the historical data. If so, it would make option D a wrong statement. Please advise the correct analysis of this statement being right as the answer suggested.

Q5: option D says "Non-parametric is difficult to detect structural shifts or regime changes in data" but Dr. Liang said it should be because it's all reflected in the historical data. If so, it would make option D a wrong statement. Please advise the correct analysis of this statement being right as the answer suggested.

老师请问A选项红色括号里是什么意思跟债券有什么关系？

老师请问这道题选项B是不是无法确定

老师我想问下Bsm当中求call的公式里的k是指的执行价格还是债券价值？和平价公式里的K是不是不一样？