标题: Q19,Q13,Q24 short seller position curicum V4 fixed income P1 [打印本页] 作者: willsucceed 时间: 2013-4-22 07:12 标题: Q19,Q13,Q24 short seller position curicum V4 fixed income P1
Q19, it says short seller position can affect the demand of collateral, I could not understand, is a lender or short seller?
how to affect collateral?
Q13, if we use 2 year repo, the duration 2 is greater than overnight, since leverage increase the duration, why the answer says shorten the total duration of portfolio?
Q24, contigent immu. should use intial portfolio for passive and safety margin for active, why answer says total portfolio use for active?作者: JonnyKay 时间: 2013-4-22 07:12
waiting for idea.作者: WarrenB1 时间: 2013-4-22 07:13
q13 has been discussed to death, do a search
q19, if lender of funds needs the collateral for a short sale, the repo rate will be lower b/c it is in-demand作者: kseniaru 时间: 2013-4-22 07:14
q24v = you actively manage entire portfolio under CI if you have cushion once cushion is zero or below, you switch back to regular immunization作者: Colum 时间: 2013-4-22 07:14
q13, can you provide the math calculation? thanks作者: ogoluwa 时间: 2013-4-22 07:16
