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NO.PZ2020033003000096

问题如下：

The securitization process is a complex process that involves a number of different players and thus is subject to several frictions. Which of the following is not a friction in the subprime securitization market?

选项：

Investor and rating agency.

Investor and asset manager.

Asset manager and servicer.

Servicer and arranger.

解释：

D is correct.

考点：Frictions in subprim securizatoin.

The servicer and arranger have no direct contact so there is no friction.

model error那里怎么理解呢

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pzqa27 · 2022年10月18日

嗨，爱思考的PZer你好：

rating agency是由Arranger雇佣的，并非投资者，而且评级机构在评级使用的模型一般投资者也无法获取到。这里由于投资者模型和评级机构模型不一致导致的friction 我们认为是model error

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2020033003000096 问题如下 The securitization process is a complex process thinvolves a number of fferent players anthus is subjeto severfrictions. Whiof the following is not a friction in the subprime securitization market? Investor anrating agency. B.Investor anasset manager. Asset manager anservicer. Servicer anarranger. is correct.考点Frictions in subprim securizatoin. The servicer anarranger have no recontaso there is no friction. 老师您好，我看到了答案里面贴的那张图。也倒回去听了课件。但是还是觉得一头雾水。不知道能不能麻烦老师就着那张图，以流程的形式，就是谁是做什么的，然后到了谁是做什么的。这个逻辑顺序讲讲那个图。课件里面说了很多friction，但是我不能够知道哪个人具体负责哪个环节，也不知道他处于图中的哪个位置。就很昏。麻烦老师了。

2023-04-29 17:01 2 · 回答

2023-03-14 16:32 1 · 回答

NO.PZ2020033003000096 Investor anasset manager. Asset manager anservicer. Servicer anarranger. is correct. 考点Frictions in subprim securizatoin. The servicer anarranger have no recontaso there is no friction. 答案这张图没见过，请问在哪里讲到，谢谢。

2021-11-12 14:58 1 · 回答

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