Credit Derivatives
网友投稿• 2022-01-05 12:51:57 •阅读105
连接/分离水平(信用衍生品)
一个份额风险等级的下限叫做连接点,上线叫做分离点。
Attachment/Detachment Level (Credit Derivatives)
The lower bound of the risk level of a tranche is the attachment point and the upper bound a detachment point.
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