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CDOs Are Typically Sold to the Market in Categories Representing

Question 31

Multiple Choice

CDOs are typically sold to the market in categories representing the credit quality of the borrowers in the mortgages.Generally speaking,the ________ tranches have a credit quality of AAA.________ tranches have a quality ranging from AA to BB,and ________ tranches have ratings below BB.


A) senior, equity; mezzanine
B) senior, mezzanine; equity
C) mezzanine; equity; senior
D) equity; senior; mezzanine

Correct Answer:

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