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  1. B

    off-balace sheet items

    Hi David i would like to ask u about off-balace sheet items Why are the off-balance sheet items so important? Explain why off-balance items are viewed as contingent commitments. What contingencies affect them? Marcus
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    how to decide on the risk-based assets and risk-adjusted capital

    David http://www.mufg.jp/english/ir/annualreport/2009mufg-half-baselii/pdffile/baselii09half.pdf please see page 3 from the link why do mufg add treasury stock in the tier 1 core capital ? but i cannot count treasury security in the tier 1? WHY? Marcus
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    how to decide on the risk-based assets and risk-adjusted capital

    David i still confuse on some concept about this topic Asset Liabilities and Equity Cash and Reserves $20M Deposits $850M Treasury Securities 75 Subordinated Debt 15 Mortgages...
  4. B

    tier-one capital requirement

    Dear David i have failed in FRM 2008. Recently, i have saw a article in economist. i feel confused about ‘tier-one capital requirement’ http://www.economist.com/finance/displaystory.cfm?story_id=12294760 The average tier-one ratio, which measures capital based on the riskiness of bank...
  5. B

    Failed in FRM 2008

    Dear David I am your member but i failed in FRM 2009. I think i need to retake your program since will take FRM 2009. what can i do? thank you Marcus
  6. B

    2008 Episode 14 (Investment B), Part 1=2008 Episode 13 (Investment A), Part 1?

    Dear David why is it eqaul to ppt? 2008 Episode 14 (Investment B), Part 1=2008 Episode 13 (Investment A), Part 1
  7. B

    call put party

    Dear David please clearify the time for six months should be set 6 or 0.5 ( since time unit is 1 for one year, the six months should be 0.5) i don't sure that if you say time for six months is 6, i don't understand how to express 6 years C = $0.1 S = $5 K=6.5 R=0.005 T=0.5 OR 6...
  8. B

    call put party

    Hi david ABC Company stock sells for $5 per share. A six- month call option with a $6.5 strike price sells for $0.1. The risk- free rate is 0.5% per month. Please calculate the price of a six- month put option with a $6.5 strike price? please give me some ideas
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