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- UID
- 223337
- 帖子
- 254
- 主题
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- 注册时间
- 2011-7-11
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- 2013-9-27
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| Do you guys know if this is explicitly stated anywhere in the books or study guides? I worry because credit risk is made up of Potential Credit Risk and Current Credit Risk. I can see potential credit risk being dominate at middle for currency swap with the same logic you have mentioned (terminal swap back). |
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发表于 2011-7-15 22:09
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