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brain_wash_your

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tT
发表于 2011-7-13 16:49 | 只看该作者

EOC R29- Q26(hanover green)

about, default
Since when does OAS exclude default risk? What default risk are they talking about?
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skycfa

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发表于 2011-7-13 16:49 | 只看该作者
I think OAS is estimated using a prepayment model , and there is no factoring of credit risk in it. Default risk is a component of credit risk

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