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tinylumpy · 2025年02月09日

为什么a不对

NO.PZ2023052301000088

问题如下:

The feature of a covered bond transaction most likely shared with both CDOs and non-mortgage ABS is its:

选项:

A.

specified LTV cutoff.

B.

multiple tranches for the cover pool.

C.

distinct maturity and settlement dates.

解释:

The correct answer is C. As illustrated by their respective term sheets, all three types of ABS transactions have timing milestones designating due dates for investments (settlement date) and the end of their terms (maturity date).

A is incorrect because in contrast to their non-amortizing counterparts, covered bonds are backed by a segregated pool of assets that typically consist of commercial or residential mortgages, for which an LTV cutoff is applicable.

B is incorrect because while other ABS often use credit tranching to create bond classes with different borrower default exposures, covered bonds usually consist of one bond class per cover pool.

为什么a不对,请展开解释一下

1 个答案

笛子_品职助教 · 2025年02月10日

嗨,努力学习的PZer你好:


Hello,亲爱的同学~

题目问的是担保债券与CDO和non mortgage ABS的共同特点是什么

A说的是都使用LTV值。

CDO底层是垃圾债,不适用LTV,mortgage ABS与担保债券底层资产是房地产贷款,适用于LTV,所以A不正确。

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