NO.PZ2020020601000009
问题如下：
How does netting reduce credit risk in the bilaterally cleared OTC market?
选项：
解释：
In the event of a default by a counterparty, positive-valued transactions are netted against negative-valued transactions, and the resulting portfolio is considered as a single transaction. The counterparty cannot therefore default on transactions with negative value to itself and keep transactions with a positive value to itself.
解析太复杂了，这个语法有些难懂
