Hi @David Harper CFA FRM ,
A question came up in Nov'16 Part 2, just wanted your insight, how to interpret it?
What leads to decrease in credit var of junior tranche - either margin step-up for all tranches or increase in notional of senior tranche
thanks a lot for any leads.
Tagging...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.