Yes i remember that. The correspondent bank must not conduct due dilligence on the respondent bank's customers. They must conduct on the respondent bank
Added more. I can't remember anymore and i can't remember my selection on each question. .haha
1- One in which both sides are exposed to wrong way risk
2- Calculation cox. 2,89 answer
3- Calculation ho-lee. think answer was 55 pb.
4- DtD (LN (MV/FV)/desv)
5- BCVA - 410000 answer
6- One with...
I added.
1- One in which both sides are exposed to wrong way risk
2- Calculation cox. 2,89 answer
3- Calculation ho-lee. think answer was 55 pb.
4- DtD (LN (MV/FV)/desv)
5- BCVA - 410000 answer
6- One with PD*-PD*EAD*LGD ... think was 8,3 the answer
7- stress var
8 - libor (answer was...
Isn't there a answer that the manager invest a good portion of their own wealth? I Don't remember exactly, but i saw the book.
And what is the answer about pf construction technique about screen, stratification, etc?
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