NO.PZ2018062006000105
问题如下:
Which of the following structures is most likely to limit the extension risk and contraction risk?
选项:
A.support tranches
B.excess spread account
C.excess interest cash
解释:
A is correct.
Support tranches are used to reduce the extension risk and contraction risk. Excess spread account also called excess interest cash is a form of internal credit enhancements to limit credit risk.
考点:Support tranches
解析:Support tranches用于降低扩张风险和收缩风险,故选项A正确。超额利差账户又称超额利息现金,是一种内部信用增强形式,用来降低信用风险。
如题~