Question: Given the ABS & ABS CDO shown, what is the minimum loss on the portfolio of underlying assets when A) Lower two ABS tranches have

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

A) Lower two ABS tranches have a 100% loss of principal? ?

B) Senior ABS tranche a 30% has loss of principal? ?

C) Equity ABS CDO tranche has a 50% loss of principal? ?

D) Mezzanine ABS CDO tranche has a 25% loss of principal? ?

E) Senior ABS CDO tranche has a 80% loss of principal? ?

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

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

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