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Credit Derivatives

目录
  • 1连接/分离水平(信用衍生品)
  • 2Attachment/Detachment Level (Credit Derivatives)

      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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