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FRM问答
FRM问答包含在线课程、FMR通关课程、FRM试题等所有FRM相关问题,每个问题老师均会在24小时内给出答疑回复哦!
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Credit Risk Q 66 page 32-76, why the answer is C? If i gain in value from the froward (increase in exposure). the producer suffers more loss (PD increases) why the answer is not D? My exposure increases (or fixed because my gain is the premium of selling put), while the PD decreases (stock price up)
關於Credit risk百題, question 50, page 25-76. Why the answer is D? why the answer is not B as foreign exchange contract is related to exchange of whole notional amount , foreign exchange contract should have the greatest credit exposure, why B is not the answer?
關於Credit risk百題, question 41, page 21-76, question 1: what is the meaning of unconditional PD 1% in this question? it is for what purpose? question 2: the answer mentions that (-2.33-(-0.4))/0.9165 should be = -2.158, why the answer is 1.8% ? question 3: what if the question is changed to "unconditional PD 3% or 4%" , then what will be the new formulas to find the new answers?
精品问答
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