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COMMENTS

  1. Bespoke portfolios nearly invariably have numbers of reference securities just like these of the key credit score indices – one hundred to 125 reference securities – but bespoke portfolios can include reference securities that have highly correlated default probabilities, either as a result of they’re issued by completely different subsidiaries of the identical mother or father firm, because they embrace intently related but separate corporations, or because the bespoke portfolios embody a lot greater concentrations in single industries than happens in credit score indices.

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