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“ Substitution risk” “ Substitution risk”

“ Substitution risk” - PowerPoint Presentation

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Uploaded On 2016-07-22

“ Substitution risk” - PPT Presentation

Rocco Letterelli Marco Ticciati Msc in Finance Substitution risk Definition risk of greater cost sostitution of the asset afforded by one ID: 414885

substitution risk counterparty exposure risk substitution exposure counterparty cost market rate credit basel default replacement potential swap contract fixed

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