Add rows in Table 8.1 corresponding to losses on the underlying assets of

(a) 2%,

(b) 6%,

(c) 14%, and

(d) 18%.

Data from Table 8.1

Transcribed Image Text:

Table 8.1 Estimated losses to tranches of ABS CDO in Figure 8.3 Losses on underlying Losses to equity tranche of ABS CDO Losses to mezzanine tranche of ABS CDO assets 10% 13% 17% 20% Losses to mezzanine tranche of ABS 33.3% 53.3% 80.0% 100.0% 100.0% 100.0% 100.0% 100.0% 93.3% 100.0% 100.0% 100.0% Losses to senior tranche of ABS CDO 0.0% 28.2% 69.2% 100.0%