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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
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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
已回答143习题册 the use of ABCP and repos by banks to fund investment mortgages led to problems because: A, the commercial paper was unsecured. B, it exposed banks to funding liquidity risk C, the duration of the liabilities exceed the duration of the asset D, ratings agencies provided unrealistically high ratings for the assets.这个题各个选项麻烦解释下
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