Thanks so much for adding with more stuff!
Some comments:
For Vasicek, what formula did you apply? Wasn’t the formula already provided?
On the hazard rate, yeah if it was conditional pd then I got it wrong.
Yes I marked the option which said spreading ops risk loss into 4 quarters.
For risk budgeting, my answer was 14mil.
Same answer as you for the fin tech question.
I used r*e (^-kT)+Theta (1-e (^-kT). My answer matched.
Damnit, I maked 16.6. I think i spend 10-15mins on this question. After 5 tries or so I found 16.6m. Probably still an error somewhere, cant believe I couldnt get this question right more easily.
Good to hear regarding the ops risk in 4 quarters.