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

PaisleyPPx · 2020年11月03日

问一道题:NO.PZ2018062020000029 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

pass through rate只怎么理解 解释:

1 个答案

吴昊_品职助教 · 2020年11月04日

同学你好:

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。具体参考基础班讲义P223。

  • 1

    回答
  • 0

    关注
  • 750

    浏览
相关问题

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

2023-02-10 01:01 2 · 回答

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

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