金融风险管理章节测试课后答案2024春

第五章测试

1.A/An ______ is an ABS created from particular tranches (e.g., the BBB-rated tranches) of a number of different ABSs.（ ）
A:ABS CDO B:ABS C:CDO
答案:A
2.An ABS is a set of tranches created from a portfolio of loans, bonds, credit card receivables, and so on.（ ）
A:错 B:对 3.Suppose the ABSs and ABS CDO structure is just like the following table. If the loss rate on the mortgages is 12%, what is the loss rate on the mezzanine tranche of the ABS CDO?（ ）
A:100% B:20% C:0% 4.The risks in ABS CDOs were usually misjudged by the market. Because investors overestimated how high the default correlations between mortgages would be in stressed market conditions.（ ）
A:对 B:错 5.The risks in ABS CDOs were usually misjudged by the market. Because investors also did not always realize that the tranches underlying ABS CDOs were usually quite thin so that they were either totally wiped out or untouched.（ ）
A:对 B:错