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  1. Branislav

    Modelling of liquidity and interest rate risk of credit cards and overdrafts

    Dear @David Harper CFA FRM I woudl kindly ask for some literature that could be reference for this topic ( at this moment only have Antonio Castagna, Francesco Fede-Measuring and Managing Liquidity Risk-Wiley (2013) , but there are topics more related to prepayment modelling of mortgages, and...
  2. Branislav

    Elton Question 13.1,Video,Apply the CAPM in calculating the expected return on an asset-

    Dear David, Sorry if missed something, but why do you think that RF should be stated in the question? It could be derived from the equations? Maybe irrelevant but I am afraid I am missing something methodologically important. Thanks in advance
  3. Branislav

    P1.T1.R5 Brunnemmeier - funding and market liquidity risk

    Dear David , I will kindly ask for help regarding this topic. Suppose if I want to quantify market and funding liquidity risk separately. Under this my first taught is: - for funding liquidity risk what will be PnL loss in case of utilizing expensive sources of funding ( suppose negative...
  4. Branislav

    Hull, Instructional video , ch4 -Duration

    Dear David, Thanks a lot for video lectures they are much inspiring Still I was little bit confused with all these different names duration, modified duration, Macauly duration,.. etc...I will shortly examine mine view of this and kindly ask you to comment ( but without laughing:)) According to...
  5. Branislav

    R14-P1-T2-Stock-Ch6-Multiple-Regressors -slide 15

    Dear David, regarding this slide small remark , could not obtain this value for SER: Best regards
  6. Branislav

    BA II Plus calculator issue

    Dear colleagues, This is dummy question so was not sure where to put it..when I enter on mine BA II Plus calculator ( by this order):7%+6% = I am receiving 0.0742? Please advice to whom to contact regarding this since it is time wasting issue stopping me in question set working! Thanks a lot in...