RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting Equation (6)

PE i = β Add-on i + ε i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeiuaiaabw eadaWgaaWcbaGaaeyAaaqabaGccaqG9aGaaeOSdiaaykW7caqGbbGa aeizaiaabsgacaqGTaGaae4Baiaab6gadaWgaaWcbaGaaeyAaaqaba GccaqGRaGaaeyTdmaaBaaaleaacaqGPbaabeaaaaa@457E@