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IreneZz · 2021年11月19日

可以解读一下这一题吗?

NO.PZ2020033003000094

问题如下:

Which of the following measure is least likely to be used by a securitized product backed by student loans and mortgages?

选项:

A.

Single monthly mortality (SMM)

B.

Constant prepayment rate (CPR)

C.

Public Securities Association (PSA)

D.

Debt service coverage ratio (DSCR)

解释:

D is correct.

考点:Performance Measures for Securitized Structures

解析:

The single monthly mortality (SMM), constant prepayment rate (CPR) and the Public Securities Association (PSA) method are common methodologies used to estimate prepayments for student loans and mortgages.

可以解读一下这一题吗?

1 个答案
已采纳答案

DD仔_品职助教 · 2021年11月20日

嗨,从没放弃的小努力你好:


题目问下面哪一个不是用来衡量以学生贷款为基础资产的资产证券化产品的?

学生贷款的特点就是会产生prepayment,ABC都是用来估计prepayment的,如下图,基础讲义474页

这里需要了解的是学生贷款的特点,这样就很容易能判断出来啦

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