苗同學(xué)
2024-07-09 16:00A typical feature of CLO is that the collateral portfolio is not finalized until after the transaction closes. While the collateral manager acquires most of the loans before the transaction closes, there is a subsequent ramp-up period when additional assets are added to the collateral pool. After this period, the manager may replace loans in the portfolio as long as the new asset meets the portfolio selection criteria.這里的 After this period,是指交易結(jié)束前還是結(jié)束后？按老師說的隨時(shí)調(diào)整資產(chǎn)池，那么交易結(jié)束的概念是指整個(gè)ABS到期嗎？
所屬：CFA Level I > Fixed Income 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
Danyi助教
2024-07-10 14:15
該回答已被題主采納
同學(xué)你好，
After this period指的是前面說的subsequent ramp-up period。
是的，交易結(jié)束的概念是指整個(gè)CLO到期.
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