王同學
2021-05-20 11:15請問CDO是不是勘誤了，應該是 equity 大于 mezzanie 大于 senior
所屬：CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Nicholas助教
2021-05-20 14:20
該回答已被題主采納
同學，下午好。
這里的確是勘誤了，勘誤如下：
In the information for Questions 10-15, after “Easton:” (page 300 of print) should read, “If the correlation of the expected defaults on the CDO collateral of the senior and subordinated traches is positive, the relative value of the equity tranche compared with the senior and mezzanine tranches will increase.”
In the solution to Question 15 (page 302 of print), the last sentence should read, “As correlations increase, the values of the equity tranches usually increase relative to the values of the senior and mezzanine tranches.”
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