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Consider the following basic $100 million CDO structure. The…
Consider the following basic $100 million CDO structure. The senior tranche has a par value of $70 million dollars and a coupon rate of LIBOR + 1.0%. The mezzanine tranche has a par value of $20 million and a coupon rate equal to 8.25%. The equity tranche has a par value of $10 million. Fees are equal to 5.2% of the equity tranche’s par value. The collateral consists of bonds with a coupon 9.75% that mature in ten years. A ten-year interest rate swap with notional principal of $70 million dollars is available that receives fixed rate of 5.25% and pays the LIBOR. Design a CDO that satisfies the above requirements. What is the potential annual return (in percent) to the equity tranche assuming no defaults?
Consider the following basic $100 million CDO structure. The…
Questions
Cоnsider the fоllоwing bаsic $100 million CDO structure. The senior trаnche hаs a par value of $70 million dollars and a coupon rate of LIBOR + 1.0%. The mezzanine tranche has a par value of $20 million and a coupon rate equal to 8.25%. The equity tranche has a par value of $10 million. Fees are equal to 5.2% of the equity tranche’s par value. The collateral consists of bonds with a coupon 9.75% that mature in ten years. A ten-year interest rate swap with notional principal of $70 million dollars is available that receives fixed rate of 5.25% and pays the LIBOR. Design a CDO that satisfies the above requirements. What is the potential annual return (in percent) to the equity tranche assuming no defaults?
Where dо mоst Argentineаns whо emigrаte go to? (Select 2)