Question: QUESTION S Which statement is true regarding the wrong way risk? O Wrong way risk occurs when the probability of default is independent of net

QUESTION S Which statement is true regarding the
QUESTION S Which statement is true regarding the wrong way risk? O Wrong way risk occurs when the probability of default is independent of net exposure. O Wrong way risk occurs when the probability of default is positively dependent on net exposure. O Wrong way risk occurs when the probability of default is negatively dependent on net exposure. O Wrong way risk typically occurs when the counterparty is buying credit protection

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