Definition
−Probability of default of the counterparty that is both a debtor and a protection provider must be the same.
+Probability of default of the counterparty that is both a debtor and a protection provider must be the same, if the probability of default is reported for the protection provider.
Kurzbeschreibung
−Probability of default of the counterparty that is both a debtor and a protection provider must be the same.
+Probability of default of the counterparty that is both a debtor and a protection provider must be the same, if the probability of default is reported for the protection provider.