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

利率期限结构在一级的什么地方啊～～～完全忘记了

老师，这道题我咋计算出来的结果不一样呢？是不是我数据带错了啊？你看对不对哈:2nd7,X和Y分别带入5年的X:benchmark return和Y:fund return，然后再按2nd8，之后该怎么办？

nominal yield 和 real yield是怎么定义的来着？在一级的什么地方能找到啊--_-

算固定利率折现时题中的利率是4%，为什么公式里算的时候用2%

请问老师，价格为99的2年期0息债是如何做到YTM=6%的？2年到期时，实际拿回的本金应该是多少？为什么？谢谢

课程里老师说，当N足够大时，只有P=0.5的时候二项分布才会趋向正态分布，和题中老师解释的不太一样，求解答。

请问解析里的 VaR was developed as a way for banks to track the economic capital requirements while taking into account the effects of diversification on the risk of the portfolio.（VaR在追踪经济资本要求的时候考虑到组合风险的分散化效用）为什么能解释 D、Portfolio diversification is not fully accounted for using the VaR methodology.（组合的多样化不能完全解释使用VaR方法的原因）这句话是错的？看不太懂。