lbww77252020-11-11 18:38:35

习题册139: a bank creates ABS from its pool of subprime mortgages. Subsequently, the bank created ABS CDO from the mezzanine tranche of the ABS. Each structured security has 3 tranches. The senior tranche of the ABS CDO has: C, lower risk than the equity tranches of both the ABS and ABS CDO D, lower risk than both the equity and mezzanine tranches of the ABS 这个题我之前提过一点，我再详细记录下：这里为何一下说ABS一下说ABS CDO，以及他们到底属于三层的哪一层？有点晕，望解答