NO.PZ2020033002000074
问题如下:
Mike is considering investing in an asset-backed security (ABS) that has four tranche with value of USD 200 million in super senior tranche, USD 150 million in senior tranche, USD 70 million in subordinated tranche and USD 20 million in equity tranche. The ABS is collateralized by USD 10 million. What amount of losses Mike would begin to suffer if he invested in senior tranche?
选项:
A.USD 250 million
B.USD150 million
C.USD 100 million
D.USD 90 million
解释:
C is correct.
考点:ABS
解析:
10 + 20 +70 = USD 100 million.
这题似乎有点懵,烦请详细解释下计算逻辑,谢谢