Yep, me tooHow about LVar, I put exogenous and 92,975
Yep, me tooHow about LVar, I put exogenous and 92,975
Same here...How about LVar, I put exogenous and 92,975
For the SMA question, I answered that the main advantage was that no "internal modelling" was needed, which reduced model Risk...
What about the SMM and CPR?
I put model risk is introduced LDA in AMAFor the SMA question, I answered that the main advantage was that no "internal modelling" was needed, which reduced model Risk...
did not answer this one...What about the SMM and CPR?
Strong dollar breaks down CIPThere were many questions related to CCP. Does anybody remember those? Also, there was question for which i chose Clustering as the answer... 2/3 questions on role of dollar, question on Merton, KMV model, question on friction from securitization...
Also answered that oneStrong dollar breaks down CIP
Yes, it was way lower than the initial 3%, 1,9% if I remember correctly.Was the answer to Ho-Lee 1.9?
i think 1.7 or1.9 not sure ....Was the answer to Ho-Lee 1.9?
Looks like we gonna passYes, it was way lower than the initial 3%, 1,9% if I remember correctly.