Dear David
Trust all well! I have renewed BT again and looks excellant this time. Can you provide me with a link where I can view or download the Early Bird 1 - 3?
I have a doubt non-related to the FRM curriculum and hence couldn't understand where to put up on the forum. I need some guidance on this and couldn't find anyone better than you to give me a line of thought.
This year in most of the banks, a lot of re-pricing across varied asset classes have been done which is mostly correlated to "Hard to Borrow", "Good to borrow" & GC (General Collateral) of the respective asset classes. Of course the pricing are completely based upon demand & supply. However, can you advice as to what kind of a pricing rule is best considering the current market conditions. Also, it would be good to know from you as to what all data would be required in order to feed into the model.
I am trying to build a tool which would exactly give an idea of different securities under various asset classes and put a price tag to it considering the availability and reusability. My prime motive is to determine how much of rehypothecation can be done for a particular client on a stock under an asset class.
Any specific model that you can suggest for me? I am not sure whether I can afford to be selfish enough to raise such a query but would appreciate hearing some of your ideas on this. Please don't mind!
Much Regards,
Avi.
Trust all well! I have renewed BT again and looks excellant this time. Can you provide me with a link where I can view or download the Early Bird 1 - 3?
I have a doubt non-related to the FRM curriculum and hence couldn't understand where to put up on the forum. I need some guidance on this and couldn't find anyone better than you to give me a line of thought.
This year in most of the banks, a lot of re-pricing across varied asset classes have been done which is mostly correlated to "Hard to Borrow", "Good to borrow" & GC (General Collateral) of the respective asset classes. Of course the pricing are completely based upon demand & supply. However, can you advice as to what kind of a pricing rule is best considering the current market conditions. Also, it would be good to know from you as to what all data would be required in order to feed into the model.
I am trying to build a tool which would exactly give an idea of different securities under various asset classes and put a price tag to it considering the availability and reusability. My prime motive is to determine how much of rehypothecation can be done for a particular client on a stock under an asset class.
Any specific model that you can suggest for me? I am not sure whether I can afford to be selfish enough to raise such a query but would appreciate hearing some of your ideas on this. Please don't mind!
Much Regards,
Avi.
