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杨玲琪2024-04-03 17:15:36
同学你好,
D选项中错误的地方在于The 2007-2008 credit crisis provides an example of wrong-way risk from the perspective of a long who had “sold” credit default swaps (CDSs) as protection against bond issuers’ default. 其中是Long CDS的一方存在WWR,而不是sold credit default swaps。
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