经典题Section 12-13 Credit Exposure & Counterparty Risk下Risk Mitigation Techniques课程用两倍速放到第33分钟时,老师举例,如果25million的敞口,其中14million是threshold不需要collateral,故11million需要collateral,但又有2.5million是minimum transfer amount,故最总只需补充8.5millon,但3.12题,算出43万后,又没有考虑减去10万的minimum transfer amount,而是直接用43万取整算的。所以,最后算需要补充的抵押品时,是要减去minimum transfer amount,还是直接和minimum transfer amount比较,如果大于,就还是用敞口减去threshold来算