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1111 · 2024年05月03日

可以解释一下C为什么不对嘛

  1. CFA III
  2. Fixed Income

NO.PZ2021120102000032

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.

可以理解为CDO和CLO在经济下滑时都没有优势，所以也没有谁比谁好的意思吗

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1 个答案

pzqa31 · 2024年05月04日

嗨，从没放弃的小努力你好：


是的，CLO与CDO的本质是一样的，区别是一个底层是垃圾债，一个底层是垃圾贷款。所以，二者在不同经济周期的表现没有太大差异，谈不上一个比另一个好。

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