Recent content by FM22

Pass yey

What's the plan for Nov 17 paper.?.? One she start study now or shall wait for July 5th .... The result date?

Is there any 1 who repeated frm l2 this time. Was it difficult frm last time.

but if the correlation is low meaning people are not motivated to move their deposits then there will be no impact on LCR. secondly, LCR is a short term measure and no correlation of last two years means things are static.

I think there will be no impact on NSFR, because deposits will remain intact.

no correlation means no impact is there on deposits in case if rates move? so people will not move their deposits. they will remain sticky with the Bank

ERM always go with risk budgeting at centralise level

Can you plz elaborate ERM question. Cannot recall..?

In bitcoins kyc is more difficult as any one can open an account with Bitcoin. So this answer seems incorrect

Can we please shed some light on Bitcoin questions?? Does using bitcoins by retail merchants decrease the cost for retail merchants??

I select 0.3722 for the answer to find mean reverting parameter

I also did the same ✌

Does anybody remember these questions and the answers? - Unsmoothing infrequent trades - Smoothing

In Marginal VAR formulae, The portfolio VAR and total portfolio size was same for all the options. So the determining factor only was BETA. Higher the beta higher the MVAR for any asset.

thats correct