第三点是什么意思?怎么理解?
问题如下图:
选项:
A.
B.
C.
D.
解释:
orange品职答疑助手 · 2018年08月30日
同学你好,这个是比较细的知识点了。tranche widths可以理解为每个tranche所吸收的份额。
synthetic CDOs可以按照我们平常学的具有senior, mezzanine,junior不同tranche的CDO来理解。它的equity tranche吸收的loss的比例不一样,可能是10%,可能是15%,可能是20%等等。
而index tranches,它就比较特殊,它有更多的tranche,而每个tranche所吸收的loss的层次,是确定好了的,是有范围的。所以说index tranches有更标准的tranche widths。
NO.PZ2016082405000108 B Only recommention 1 is correct. Senior tranches have a low probability of fault because their attachment points are muhigher in the capitstructure. Equity tranches represent the first loss position. Inx tranches, not synthetic Cs, have stanrzetranche wihs. Synthetic Cs 就是普通的C吧?
B Only recommention 1 is correct. Senior tranches have a low probability of fault because their attachment points are muhigher in the capitstructure. Equity tranches represent the first loss position. Inx tranches, not synthetic Cs, have stanrzetranche wihs. attachment point 书里面的定义是啥?