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Why is the spread of an equity CDO tranche decreasing with correlation?
Wiki User
∙ 16y ago
When you increase correlation, you are increasing the probability of having very large losses, as well as the probability of having no loss at all. So, you are increasing the probability that senior tranches might experience significant losses but also the probability that the equity tranche is left untouched. As a consequance the spread on the latter decreases.
Wiki User
∙ 16y ago
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What does unfurled mean?
To spread or open (something) out or become spread or opened out. * To release from a furled state.
What describes the spread of data?
Range, variance, and standard deviation usually are used to describes the spread of data.
What is the synonyms of spread?
DIVIDE
What is the definition of spread math?
Spread, in the context of a probability distribution, is a measure of how much the data vary about their central value.
How do use spread as an adjective?
spreading
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Initial treatment of snakebite focuses on decreasing the spread of venom.
What is the initial focus of a snake bite?
Decreasing the spread of venom in the bloodstream
Is underwriting spread for debt is generally less than that for equity?
yes
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decreasing the spread of venom in the bloodstream
What does the initial treatment of a poisonous-snake bite on?
Decreasing the spread of venom in the bloodstream.
What does the initial treatment of a poisonous snake bite?
Decreasing the spread of venom in the bloodstream.
What does initial treatment of a poisonous-snake bite focu on?
Decreasing the spread of venom in the bloodstream.
What does the initial treatment of a posonous snake bte focus on?
decreasing the spread of venom in the bloodstream
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Decreasing the spread of venom in the bloodstream.
What does initial treatment of a poisonous snake bit focue on?
Decreasing the spread of venom in the bloodstream
What does the initial treatment of a poisonuse-snake bite focus on?
Decreasing the spread of venom in the bloodstream.
What does the intitial treatment of a poisonous snake bite focus on?
Decreasing the spread of venom in the bloodstream.
