来自：FRM > 二级 > Credit Risk Measurement and Management 2020-10-12 15:37
为什么违约概率增加会减少credit VAR？
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1412天前
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139****3413
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32
上次登录
1412天前
jason 2020-10-12 17:31
致精进的你:
同学，Increasing the probability of default decreases equity VaR as defaults are more likely, and the equity tranche will suffer write downs.
The real talent is resolute aspirations.
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