[二級(jí)信用風(fēng)險(xiǎn)] If the CDS spread is greater than the bond yield spread sell the corporate bond and sell CDS protection to borrow at less than the risk-free rate.怎么解釋這一段話呀？這是怎么實(shí)現(xiàn)套利呀？還有另外一個(gè)題目就是第99題的為什么選C呀？

2024-10-25 23:18:164回答

[二級(jí)流動(dòng)性風(fēng)險(xiǎn)] 老師您好，為什么這里weighted average of liabilities maturity decline可以當(dāng)作一個(gè)早期預(yù)警指標(biāo)呢

2024-10-25 22:01:162回答

[一級(jí)金融市場(chǎng)與產(chǎn)品] 86

c選項(xiàng)為什么

2024-10-25 20:34:051回答

[二級(jí)信用風(fēng)險(xiǎn)] cds是信用風(fēng)險(xiǎn)的轉(zhuǎn)移，拿他增加了什么風(fēng)險(xiǎn)呢

2024-10-25 19:54:421回答

[二級(jí)流動(dòng)性風(fēng)險(xiǎn)] 這題按照公式不應(yīng)該用1的方式來(lái)算嗎？為什么答案是2??的方式呢

2024-10-25 19:20:062回答

[二級(jí)信用風(fēng)險(xiǎn)] 這個(gè)68題要學(xué)會(huì)計(jì)算嗎？他前面的系數(shù)也要要記住嗎？還有這個(gè)第70題他的計(jì)算步驟為什么是這樣算的？每一步都不理解，麻煩詳細(xì)解釋一下。

2024-10-25 17:20:473回答

[二級(jí)信用風(fēng)險(xiǎn)] Credit spreads are observable and when used in conjunction with observed discount rates on swaps and the presumed recovery rate the probability of default over the specific maturity can be inferred. The probability of default can in turn infer the hazard rate for the first period. Using the bootstrapped hazard rate from period l the second period hazard rate can be inferred using the same procedure with observable data corresponding to the longer maturity. 不是直接根據(jù)公式推導(dǎo)出來(lái)的嗎 和boot strap有什么關(guān)系

2024-10-25 16:57:253回答

[二級(jí)信用風(fēng)險(xiǎn)] 關(guān)于交易壓縮

圖里第九個(gè)相關(guān)的知識(shí)點(diǎn)在哪里，講義上有例題嗎？謝謝老師

2024-10-25 16:33:461回答

[二級(jí)信用風(fēng)險(xiǎn)] Base correlation and compound correlation are both: A. tranche correlations. B. implied correlations. C. not relevant for synthetic CDOs. D. exhibiting a skew with correlations rising with tranche seniority. 這兩個(gè)correlation是什么東西呀？為什么感覺沒有學(xué)過(guò)呀？可以詳細(xì)解釋一下嗎？

2024-10-25 16:30:492回答

[一級(jí)定量分析] 160是什么意思?題目選項(xiàng)能講一下嗎

2024-10-25 16:28:491回答