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浓眉大眼的清洁委员 · 2018年01月29日

问一道题:NO.PZ2016082405000074

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


B选项没有懂,这个原因是什么? upward-sloping 和downward-sloping是指什么啊?

1 个答案
已采纳答案

竹子 · 2018年01月29日

在这个视频里讲得很清楚了,同学如果忘记了可以再听一下


浓眉大眼的清洁委员 · 2018年01月29日

谢谢,还是要多复习下,真是忘的一干二净了。

竹子 · 2018年01月29日

嗯嗯,忘记是正常的,这两天信用风险强化就会上线,上线之后可以抓紧时间马上回顾一下~加油~

brookecats · 2019年09月08日

请问老师,图片里最后一行recovery rate上升,Implied probability of default 如何理解,老师视频里好像没有解释。谢谢!

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NO.PZ2016082405000074 Regarng the impaof changes in the cret spreanrecovery rate assumptions on the CVwhiof the following statements is true? A crease in the cret sprewill most often increase the CVFor upwarsloping curve, the CVA will higher compareto a wnwar sloping curve. Increasing the recovery rate will rethe ^V If the acturecovery rate is higher ththe settlerecovery rate, the CVA will most likely higher compareto a situation where both recovery assumptions are the same for both rates. C Increasing the recovery rate will increase the implieprobability of fault but rethe resulting CVA.. The CVA will most often increase given increase in the cret sprea When consiring the shape of the cret sprecurve, the CVA will lower for upwar sloping curve compareto a wnwarsloping curve. Finally, a higher acturecovery rate will most likely leto a lower CVA compareto a situation where the recovery assumptions are the same for both actuansettlerates. 为什么upwCVA is smaller thwnwarCV,但是clearly cret spreincreases cva increases ?这不矛盾吗?

2021-04-29 22:36 1 · 回答

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2020-10-19 18:42 1 · 回答

Regarng the impaof changes in the cret spreanrecovery rate assumptions on the CVwhiof the following statements is true? A crease in the cret sprewill most often increase the CVFor upwarsloping curve, the CVA will higher compareto a wnwar sloping curve. Increasing the recovery rate will rethe ^V If the acturecovery rate is higher ththe settlerecovery rate, the CVA will most likely higher compareto a situation where both recovery assumptions are the same for both rates. C Increasing the recovery rate will increase the implieprobability of fault but rethe resulting CVA.. The CVA will most often increase given increase in the cret sprea When consiring the shape of the cret sprecurve, the CVA will lower for upwar sloping curve compareto a wnwarsloping curve. Finally, a higher acturecovery rate will most likely leto a lower CVA compareto a situation where the recovery assumptions are the same for both actuansettlerates. 请问答案中说Increasing the recovery rate will increase the implieprobability of fault but rethe resulting CV如何理解RR提高会增加implieprobability of fault呢?

2020-02-29 23:37 1 · 回答

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