Dear David,
I’ve have struggling with the following question from FRM practice and past exams. Appreciate your kind help on this!
6) On Spread in a CDO structure
Is it correct to say that for a CDO structure
The spread on reference pools = spread on all tranches (including senior, junior tranches etc)
Thank you for your enlightenment and correction!
Cheers
Liming
10/11/09
I’ve have struggling with the following question from FRM practice and past exams. Appreciate your kind help on this!
6) On Spread in a CDO structure
Is it correct to say that for a CDO structure
The spread on reference pools = spread on all tranches (including senior, junior tranches etc)
Thank you for your enlightenment and correction!
Cheers
Liming
10/11/09
