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  1. H

    Equity tranche spread wrt correlation

    Hi sir, One more question i want to ask. The central bank which regulates IMT Bank, have passed a resolution that organizations should start following the Basel III regulations for capital requirements for loan portfolios. IMT Bank’s risk management team comprises of CCFA students who are...
  2. H

    Equity tranche spread wrt correlation

    Hi sir, can you please explain me. IMT Bank have contacted a group of CCFA students to help in securitizing the loan portfolio. IMT Bank have mandated that they need an AAA senior tranche. As per Credit Rating organizations criteria, an Equity Tranche of $15 Mn is required. An excess spread of...
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