Question: Given the ABS & ABS CDO shown below, what is the minimum loss on the portfolio of underlying assets when: a) Senior ABS tranche a

Given the ABS & ABS CDO shown below, what is the minimum loss on the portfolio of underlying assets when:

Given the ABS & ABS CDO shown below, what is the minimum

a) Senior ABS tranche a 50% has loss of principal?

b) Mezzanine ABS CDO tranche has a 100% loss of principal?

c) Senior ABS CDO tranche has a 100% loss of principal?

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