VAR计算得到7.29，ES通常不应该大于VAR嘛?

一类错误和二类错误的概率和不是1吧？一类错误的概率下降，对应增加的应该是“假设是真的，并且没有拒绝”的概率。请老师帮忙解答

资产证券化项目转卖出去了，对银行来说已经确认收入了，干嘛还要留存资本金

可以用远期利率的求解方式算出两年期的利率么？

老师可以解释一下非参数法“Difficult to detect structural shifts/regime changes in the data.”吗

397没看懂答案，麻烦再解释下，谢谢!

最后的公式里，是不是应该是（1+Z2/2）的平方？

Capital conservation buffers have been established by the Basel Committee as part of measures designed to ensure that banks have enough capital to handle stress situations. Assuming no regulatory add-ons have been imposed, which of the following is correct? 请问此题为什么说是0 CB?有100% constraint on capital distribution? 这是怎么判断的，谢谢。

为什么四不对

The risk management department at Southern Essex Bank is trying to assess the impact of the capital conservation and countercyclical buffers defined in the Basel III framework. They consider a scenario in which the bank’s capital and risk-weighted assets are as shown in the table below (all values are in EUR millions): Risk-weighted assets 3,110 Common equity Tier 1 (CET1) capital 230 Additional Tier 1 capital 34 Total Tier 1 capital 264 Tier 2 capital 81 Tier 3 capital - Total capital 345 Assuming that all Basel III phase-ins have occurred and that the bank’s required countercyclical buffer is 0.75%, which of the capital ratios does the bank satisfy? 请问此题若是满足CB，则capital conservation buffer应达到345/3110对么？谢谢