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Hello I need help to solve the task At the start of the year a bond portfolio consists of 2 bonds each worth 100$.At the end of the year if a bond defaults it will be worth 20$.If it does not default the bond will be worth 100$. The probability that both bond default is 20%.The probability that...

Hello, Is there any method or formula of forecasting bank`s inflows and outflows in proper time buckets ?? Thanks, dymny

Thanks guys. Best regards.Dymny.

I `ve got a problem with Hull example. We back test a var with 600 data. The var confidence is 99% with nine exceptions. Expected number of exceptions is 6. Should we reject model? The probability of 9 or more exceptions is 0,152.Should we reject model at 5% significance level? Answer is no but...

ok I know the answer.

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