flipcat

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flipcat
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  • Hi Graham, for the Battle card is the liquidity of a government bond high or low? shouldn't liquidity be High and the liquidity premium is low?
    in Liquidity vs Liquidity Premium Comment by flipcat April 2021
  • Thanks, Graham! The example is very helpful! The formula: (premiums received) = (unearned premiums) – (premiums receivable) under Section 5: LRC: PAA and GMA Considerations in IFRS17-1 should have the same issue of being valid only at initial re…
    in PAA calculation Comment by flipcat March 2021
  • Hello @graham , following the discussion above, I think the formula in the battlequiz is missing the absolute value for the net spot position: CapReq(ForX)= 10% x max (NSP - CO, 0) NSP (Net Spot Position)= (foreign assets in $CAD) - (foreign liabi…
    in MCT - Foreign Exchange Risk [BattleCard] Comment by flipcat February 2021
  • Hi @graham While here we say Target CapReq is a CTE so Min CapReq should be a CTE/1.5, in the rest of the paper, it does not mention anything about distribution or CTE? Does it mean that the complex formula and steps in chap 4-8 are just an esti…
    in Target CapRep Comment by flipcat February 2021
  • Is it CIA.IFRS.DR in the Battle Table?
    in Why is this paper archived? Comment by flipcat January 2021