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tzdsgn · 2023年07月30日

其他两项具体错在哪里

NO.PZ2023032703000079

问题如下:

Which of the following statements about the role of structured products in an active credit portfolio is most accurate?

选项:

A.

Covered bonds perform relatively well in a downturn versus other fixed-income bonds with real estate exposure because a covered bond investor also has recourse to the issuer.

B.

Higher-rated ABS tranches are attractive for active investors seeking to overweight default risk when the credit cycle is in recovery.

C.

CLO tranches are more advantageous than CDO tranches with similar ratings under an economic slowdown scenario.

解释:

A is correct. Covered bonds perform relatively well in a downturn versus other fixed-income bonds with real estate exposure because the investor also has recourse to the issuer.

其他两项具体错在哪里

2 个答案

pzqa015 · 2023年07月30日

嗨,爱思考的PZer你好:


CLO与CDO本质没什么区别,唯一区别底层是垃圾债还是垃圾贷款,所以,没法说一个比另一个更好

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加油吧,让我们一起遇见更好的自己!

pzqa015 · 2023年07月30日

嗨,努力学习的PZer你好:


B:higher rate ABS是优先级靠前的ABS,它的违约概率要低于劣后与它的份额,所以,如果经济恢复,想要overweight default risk,应该overweight lower rate ABS,underweight higher ABS,所以B错误。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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