jeevanraju
New Member
Hi,
Any one knows the answers for the following : Please guide /confirm
1) Bank Trading book .. Additional Capital for the trader ( 1.14 etc -- Is it option A)
2) Traders Compensation related to Risk Adjusted returns ( Is it :VAR understates
3) Hedge funds ( survivor ship bias -- Performance Overstated )
4) Tranches ( p,p-2 etctec )
5) Netting
6)Question on delay in payment ( Default , LCR and Interest Coverage Ratios etc etc were the options)
7) Minimal funding risk ( variance -covariance matrix was given )
8) TBA portfolios ( Impact on rising interest rates on the market -- Outperform/Underperform etc )
9) Constant spread assumption v/s a dynamic spread results ( interest and prepayments)
10) Credit 2 GDP ration (negative )
In case if any one knows , please provide your valuable inputs .. Thanks
Any one knows the answers for the following : Please guide /confirm
1) Bank Trading book .. Additional Capital for the trader ( 1.14 etc -- Is it option A)
2) Traders Compensation related to Risk Adjusted returns ( Is it :VAR understates
3) Hedge funds ( survivor ship bias -- Performance Overstated )
4) Tranches ( p,p-2 etctec )
5) Netting
6)Question on delay in payment ( Default , LCR and Interest Coverage Ratios etc etc were the options)
7) Minimal funding risk ( variance -covariance matrix was given )
8) TBA portfolios ( Impact on rising interest rates on the market -- Outperform/Underperform etc )
9) Constant spread assumption v/s a dynamic spread results ( interest and prepayments)
10) Credit 2 GDP ration (negative )
In case if any one knows , please provide your valuable inputs .. Thanks