What are the numbers in Table 7.1 for a loss rate of (a) 5% and (b) 12%?
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What are the numbers in Table 7.1 for a loss rate of (a) 5% and (b) 12%?
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Table 7.1 Losses to Tranches in Figure 7.4. Losses to Losses to Losses to Mezzanine Equity Subprime Tranche of Tranche of Portfolios ABS ABS CDO 10% 15% 20% 25% 25% 50% 75% 100% 100% 100% 100% 100% Losses to Mezzanine Tranche of ABS CDO 100% 100% 100% 100% Losses to Senior Tranche of ABS CDO 0% 33% 67% 100%
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