开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

一只🐶哆啦 · 2023年02月10日

这个知识点对应强化班哪一节课?

NO.PZ2018062020000029

问题如下:

Compared with the weighted average coupon rate of its underlying pool of mortgages, the pass-through rate on a mortgage pass-through security is:

选项:

A.

lower.

B.

the same.

C.

higher.

解释:

A is correct. The coupon rate of a mortgage pass-through security is called the pass-through rate, whereas the mortgage rate on the underlying pool of mortgages is calculated as a weighted average coupon rate (WAC). The pass-through rate is lower than the WAC by an amount equal to the servicing fee and other administrative fees.

考点:mortgage pass-through security

解析:mortgage组成的portfolio,每一笔mortgage都有一个贷款利率,WAC就是portfolio的加权平均贷款利率,MPS的coupon rate就是pass-through rate。两者之间的差距就是服务费。所以pass-through rate通常都是小于WAC的,所以A正确。

快考试了,来不及复习了,谢谢

2 个答案
已采纳答案

吴昊_品职助教 · 2023年02月10日

嗨,爱思考的PZer你好:


建议回看强化班LM4第四个视频,这个时间点何老师刚好在解释这个知识点。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

一只🐶哆啦 · 2023年02月15日

说实话还是听不懂,可以直接背pass rate更小嘛

吴昊_品职助教 · 2023年02月15日

嗨,爱思考的PZer你好:


WAC-服务费 = pass-through rate。pass-through rate通常小于WAC,因为还要扣减掉服务费。

----------------------------------------------
加油吧,让我们一起遇见更好的自己!

  • 2

    回答
  • 0

    关注
  • 393

    浏览
相关问题

NO.PZ2018062020000029 the same. higher. A is correct.The coupon rate of a mortgage pass-through security is callethe pass-through rate, wherethe mortgage rateon the unrlying pool of mortgages is calculatea weighteaverage couponrate (WAC). The pass-through rate is lower ththe Wanamount equto the servicing fee another ainistrative fees. 考点mortgage pass-through security 解析mortgage组成的portfolio,每一笔mortgage都有一个贷款利率,WAC就是portfolio的加权平均贷款利率,MPS的coupon rate就是pass-through rate。两者之间的差距就是服务费。所以pass-through rate通常都是小于WAC的,所以A正确。 是说pass through rate产品没有服务费,而另一个有?

2022-03-03 19:36 1 · 回答

mortgage组成的portfolio,每一笔mortgage都有一个贷款利率,WAC就是portfolio的加权平均贷款利率,MPS的coupon rate就是pass-through rate。请问MPS不也是一堆贷款分层,和加权平均不是一样的意思吗?还有服务费是哪里来的呢?为什么MPS没有服务费呢?请教一下,不太明白哈

2020-11-26 22:20 1 · 回答

pass through rate只怎么理解

2020-11-03 22:29 1 · 回答

the same. higher. A is correct.The coupon rate of a mortgage pass-through security is callethe pass-through rate, wherethe mortgage rateon the unrlying pool of mortgages is calculatea weighteaverage couponrate (WAC). The pass-through rate is lower ththe Wanamount equto the servicing fee another ainistrative fees. 请问是哪个rate有服务费呢?

2020-08-31 21:57 1 · 回答