PFA in answer section: Cross Currency Interest Rate Swap Podcast by Sanjay Saraf Sir
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In Q148, what we are expected to calculate because price of call option cannot be from the alternatives given
Kun@lBeginner
How to interpret this table (especially the 3rd column). This is a part of Unavailed portion of CC/OD sheet of SLS workbook
Kun@lBeginner
In the Unavailed CC/OD sheet of SLS workbook, for cash sloting of CC/OD, we need to do behavioral analysis. For this sir used historical simulation method where sir took the time series data of credit limit and availed portion of ...
Kun@lBeginner
In the sheet named “Bills Payable” of SLS workbook, sir calculated shocked Y and then volatility portion i.e. (Y – Shocked Y). After that sir divided volatility portion into 1 day, 7 day and 14 day bucket. For that sir ...
