葛同学2019-03-21 13:56:02

All of the following could help to reduce the credit exposure on a set of derivative transactions except: A daily mark-to-market of transactions B netting agreements with the counterparty C collateral and other credit enhancements D early termination agreements 老师，您好，我错选了C，因为haircut越大，exposure越小，那么信用增级了，haircut变小了，exposure变大了，哪里理解的不对。 另外，D选项，我们之前的break clause 是减小敞口的一种技术，D说的不就是这个技术吗？