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kayi · 2019年08月01日

问一道题:NO.PZ2016082405000100 [ FRM II ]

C错在哪里?下面说overcollateralization also provide protection for seniir tranches

问题如下图:

选项:

A.

B.

C.

D.

解释:

2 个答案

品职答疑小助手雍 · 2019年08月06日


品职答疑小助手雍 · 2019年08月02日

同学你好,timing of loss他是会影响excess spread的(影响可能好,可能不好),它不是一个对senior的直接保护。

kayi · 2019年08月05日

timing of loss 会影响excess spread,有好有坏这句话怎么理解。然后shifting interest怎么保护senior?

品职答疑小助手雍 · 2019年08月06日

就是这个timing of loss的影响是不确定的

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NO.PZ2016082405000100 Whiof the following subprime characteristiprovi reprotection for senior tranches? Subornation, excess sprea anshifting interest. Subornation, prepayments, anshifting interest. Overcollateralization, excess sprea antiming of losses. Overcollateralization, excess sprea anprepayments. A Subornation, excess sprea anshifting interest provi protection for senior tranches. Overcollateralization also provis protection for senior tranches. Timing of losses impacts excess sprea. Prepayments caccelerate or celerate the cash flows to senior tranches. 看到老师回复说shifting interest前期某段时间(一般是36个月),其他层只还利息,只有senior层还的事本金+利息。 问题那么senior直接前期就还了本金,这不是和prepayment一样吗?对s层应该是不好的事情吧?

2021-05-02 12:11 1 · 回答

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2021-05-02 10:20 1 · 回答

Whiof the following subprime characteristiprovi reprotection for senior tranches? Subornation, excess sprea anshifting interest. Subornation, prepayments, anshifting interest. Overcollateralization, excess sprea antiming of losses. Overcollateralization, excess sprea anprepayments. A Subornation, excess sprea anshifting interest provi protection for senior tranches. Overcollateralization also provis protection for senior tranches. Timing of losses impacts excess sprea. Prepayments caccelerate or celerate the cash flows to senior tranches. shifting interest 指的是啥?

2020-10-14 19:28 1 · 回答

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2019-11-06 22:16 1 · 回答