
-
FRM二级
包含FRM二级传统在线课程、通关课程及试题相关提问答疑;
专场人数:1644提问数量:32155
老师您好,这道题题目中说real yield变动1bp, nominal yield变动1.0274,不是应该相当于real yield的beta是1,然后nominal yield beta是1.0274为?什么1.0274不是乘在nomial边的?而是real边?谢谢
Payment netting is the simple netting of cash flows due on the same day. Closeout netting occurs if there is an event of default, which would include an incidence of fraud. One of the shortcomings of clearinghouses, and closeout netting as well, is that the other party, in this case ABC, jumps to the head of the queue with its claim on Repo Co. to the possible detriment of others, particularly those outside the clearinghouse in general. Thus, only C is correct. 老师这个题的解析不是很明白,可以详细说一下嘛?
精品问答
- 不理解这里为什么Risk Chaampions & Business-Line Managers 负责monitor Operational Risk Function Operational Risk Committee 负责act 难道不应该是一线业务人员负责act,然后上一级负责monitor更贴切嘛
- 请问selection bias 与 self-selection bias 有什么区别?我看到一个老师回复的是:不同个体选择样本不同,这就是自选择偏差,是不同个体本身固有的差异。请问这里的不同个体是指不同的人吗?
- 这里的cash 中性是只需要CAPM中的benchmark=0?还是这个benchmark怎么样?什么叫阿尔法不会产生active cash position?CAPM中阿尔法并不在基准中啊?
- 最后一行的对比是啥意思,老师展开解释一下。增量收费和FRTB定义差异
- 能解释一下这道题吗?
- 老师,请问计算式中,组合的Delta是怎么计算出来了的呢?
- 麻烦老师解释一下IRC和SRC,不太理解
- 可以帮我罗列一下二级case 常考的时间和原因结果m











