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What's the plan for Nov 17 paper.?.? One she start study now or shall wait for July 5th .... The result date?

Is there any 1 who repeated frm l2 this time. Was it difficult frm last time.

but if the correlation is low meaning people are not motivated to move their deposits then there will be no impact on LCR. secondly, LCR is a short term measure and no correlation of last two years means things are static.

I think there will be no impact on NSFR, because deposits will remain intact.

no correlation means no impact is there on deposits in case if rates move? so people will not move their deposits. they will remain sticky with the Bank

ERM always go with risk budgeting at centralise level

Can you plz elaborate ERM question. Cannot recall..?

In bitcoins kyc is more difficult as any one can open an account with Bitcoin. So this answer seems incorrect

Can we please shed some light on Bitcoin questions?? Does using bitcoins by retail merchants decrease the cost for retail merchants??

I select 0.3722 for the answer to find mean reverting parameter

I also did the same ✌

Does anybody remember these questions and the answers? - Unsmoothing infrequent trades - Smoothing

In Marginal VAR formulae, The portfolio VAR and total portfolio size was same for all the options. So the determining factor only was BETA. Higher the beta higher the MVAR for any asset.

thats correct

There were two questions regarding Bitcoins.... In one of the questions they asked about the benefit of retail merchant if they start accepting Bitcoins? one of the benefit in the choices was " Less cost for retail merchants" i chose this answer. as bitcoins are less expensive then other payment...

Do not forget that it is easy to identify the clients if you have account details of the client. Thus Banks can easily locate the details of the client

Thank you very much David. Indeed Helpful

can we further elaborete on Rho?? if Interest rates increase and Decrease what will happen to Amerivan/European Put and Calls and why pleaase. thanks