L the credit enhancement level, measured as the ratio of the nominal amount of all tranches subordinate to the tranche in which the position is held to the sum of the nominal amounts of the exposures that have been securitised.
L stopnja kreditne izboljšave, izračunana kot razmerje med nominalnim zneskom vseh tranš, ki so podrejene tranši, v kateri je pozicija, in vsoto nominalnih vrednosti izpostavljenosti, ki so bile listinjene.