23.4.1. An investor is evaluating a dollar roll. She may (or may not) roll a $10.0 million balance under the following assumptions: the to-be-announced (TBA) prices of the Fannie Mae 6.0% for June 12th and July 12th settlements are, respectively, ...
SSEI QForum Latest Questions
23.2.2. Oliver is conducting principal component analysis (PCA) for risk management purposes: his goal is to isolate the primary drivers of price variability in the firm’s portfolios. His dataset includes many features, and his general procedure includes the following steps ...
Plz explain the meaning of the statment. Also explain this : across netting set, exposure will always be additive, whereas within a meeting set, MTM values can be added.
Sir in solution they have applied excel command , do we have some formula to solve this .Q12
What’s the logic behind adding spread to the liquidity adjusted VaR? And also what’s the meaning of share is expected to trade ...
Someone plz explain last 2nd and 2 nd from beginning bullet
why is second statement not true? TIPS do provide inflation adjusted return so what’s the difference from saying it as inflation risk premium. And plz explain the answer how principal outstanding is indexed?
why is second statement not true? TIPS do provide inflation adjusted return so what’s the difference from saying it as inflation risk premium. And plz explain the answer how principal outstanding is indexed?
In book answer is n*(n-1) , shouldn’t it be nc2?