爆同學(xué)
2021-05-22 21:30最后一題，equity value是increase的把？equity是最底層？
所屬：CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Nicholas助教
2021-05-24 13:28
該回答已被題主采納
同學(xué)，下午好 。
這里協(xié)會(huì)有勘誤，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.”
equity tranches是包含在低級(jí)層，我們分為高級(jí)，中級(jí)，低級(jí)，就是在低級(jí)層，那么相關(guān)性增大，應(yīng)該多配置低級(jí)層。
致正在努力的你，望能解答你的疑惑~
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