蔡同學(xué)
2021-05-03 15:10習(xí)題集277題答案里面“ABS issues may use a margin step-up that increases the coupon structure after a call date”這句怎么理解呢？"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"這句怎么理解呢？另外習(xí)題集289題答案“Gross salary with current employer, is an example of a characteristic, with the actual salary number itself representing an attribute”這句話怎么理解呢（D選項(xiàng)是An exemple of a characteristic in a scoring model is the applicant's current gross salary of 50,000，為何不對(duì))？
所屬：FRM Part II > Credit Risk Measurement and Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Jenny助教
2021-05-03 22:40
該回答已被題主采納
同學(xué)你好，
277. margin set up指的是ABS發(fā)行的這個(gè)產(chǎn)品的利息支付是隨著時(shí)間增加的。
另外一句話是，spv資產(chǎn)端的成本是小于負(fù)債端，這個(gè)是錯(cuò)的，應(yīng)該是要負(fù)債端的成本小于資產(chǎn)端。從而產(chǎn)生超額利差。
原則上， 一個(gè)提問對(duì)應(yīng)一答疑，其他答疑需要另起一問哦，平臺(tái)有計(jì)數(shù)要求，如有不便，敬請(qǐng)諒解。
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