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金融民工阿聪 · 2021年05月02日

关于shifting interest

NO.PZ2016082405000100

问题如下:

Which of the following subprime characteristics provide direct protection for senior tranches?

选项:

A.

Subordination, excess spread, and shifting interest.

B.

Subordination, prepayments, and shifting interest.

C.

Overcollateralization, excess spread, and timing of losses.

D.

Overcollateralization, excess spread, and prepayments.

解释:

A Subordination, excess spread, and shifting interest provide protection for senior tranches. Overcollateralization also provides protection for senior tranches. Timing of losses impacts excess spreads. Prepayments can accelerate or decelerate 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?

1 个答案

袁园_品职助教 · 2021年05月03日

同学你好!


shifting interest 是有了本金先还给senior,以保证senior的本金偿还不受影响;不是 prepayment(比schedule提前偿还本金)

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