温同学2021-07-13 21:29:03
温同学相关性上升，应该买投机级吧，相关性下降应该买优先级吧，所以怎么也不会说中间层有相对价值优势呀？
回答（1）
Chris Lan2021-07-14 09:57:29
Chris Lan同学你好
协会这句话勘误了。正确的内容如下：
“If the correlation of the expected defaults on the CDO collateral of the senior and subordinated traches is positive, the relative value of the equity tranche compared with the senior and mezzanine tranches will increase.”
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