蔡同学2021-05-03 15:10:52
习题集277题答案里面“ABS issues may use a margin step-up that increases the coupon structure after a call date”这句怎么理解呢?"the liability side of SPY has a lower cost than the asset side of the SPY to create an excess spread prior to administration costs"这句怎么理解呢?另外习题集289题答案“Gross salary with current employer, is an example of a characteristic, with the actual salary number itself representing an attribute”这句话怎么理解呢(D选项是An exemple of a characteristic in a scoring model is the applicant's current gross salary of 50,000,为何不对)?
回答(1)
Jenny2021-05-03 22:40:11
同学你好,
277. margin set up指的是ABS发行的这个产品的利息支付是随着时间增加的。
另外一句话是,spv资产端的成本是小于负债端,这个是错的,应该是要负债端的成本小于资产端。从而产生超额利差。
原则上, 一个提问对应一答疑,其他答疑需要另起一问哦,平台有计数要求,如有不便,敬请谅解。
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