问题如下图:
选项:
A.
B.
C.
pass through rate只怎么理解 解释:
NO.PZ2018062020000029 问题如下 Comparewith theweighteaverage coupon rate of its unrlying pool of mortgages, the pass-through rate on a mortgagepass-through security is: A.lower. B.the same. C.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。 快考试了,来不及复习了,谢谢
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?
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
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?