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- UID
- 223405
- 帖子
- 284
- 主题
- 9
- 注册时间
- 2011-7-11
- 最后登录
- 2014-7-31
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if you have a tranche that finishes in a year, and one that finishes in 2 years, the 2 year tranche is a bit riskier as you may be fairly certain that prepayments will stay within the collar for the front year but the next year is more uncertain.
also the more time there is left on the tranche the more likely high prepayments will break the tranche |
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发表于 2011-7-11 19:28
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