FrmL2_Aspirant
Member
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 @bpdulog , @Ali Ehsan Abbas for notification
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 @bpdulog , @Ali Ehsan Abbas for notification