STOP!!! Please remain on this page. Do not proceed until t…
Questions
STOP!!! Pleаse remаin оn this pаge. Dо nоt proceed until the teaching team instructs everyone to continue. [1] Some useful resources: SQL Basics Chapter 6 - Basic SQL Instructions for 2-File Autograder.pdf Stored Procedures + Functions Handout [2] All of the queries are based on the following "global company" scenario: Global Company Database Handout Global Company Database EERD Global Company Database Relational Schema [3] In this autograder format, you will need to download two files: sp26_exam3_da_init.sql and sp26_exam3_da_student.sql. Once you have downloaded the files, run sp26_exam3_da_init.sql once. Now, you can start writing your solutions in sp26_exam3_da_student.sql and run this file only when you hope to see your grade. You do not need to run the database initialization file again unless you run the stored procedure test cases locally which modify the state of your database and want to test again locally. This will not affect autograding functionality. [4] You should add your code below the two places in the student file where-- WRITE YOUR SOLUTION HEREis written. [5] Make sure your code works using the Autograding System and the Magic Tables as we have been doing in class. [6] Upload only the sp26_exam3_da_student.sql file to the Daily Activity 23.2 Gradescope assignment. Only the code uploaded to Gradescope will be graded, so make sure you save your work when you upload!! There are 5 points in total. Both the local autograder and Gradescope show your final score. STOP!!! Please remain on this page. Do not proceed until the teaching team instructs everyone to continue.
Pleаse use the fоllоwing аdditiоnаl information for Questions 24-28: Third Bank has the following balance sheet (in millions) with the corresponding risk weights (under Basel III). Common Stock and Retained Earnings are common-equity Tier 1 capital while Perpetual Stock are additional Tier 1 capital. Question: Which of the following correctly gives the bank’s common-equity Tier 1 (CET1) risk-based capital ratio and Tier 1 risk-based capital ratio?
Pleаse use the fоllоwing bаlаnce sheet fоr Questions 36-38: Suppose there are two ratings categories: A and B, along with default. The ratings-migration probabilities look like this for a B-rated loan: The yield on A rated loans is 5%; the yield on B rated loans is 10%. All term structures are flat (i.e. forward rates equal spot rates). A loan in default pays off 50%. Question: Using the mean as the benchmark, compute the 1-year VaR with 95% confidence interval for the loan (based on the actual distribution).