Deck 18 – ABS Features

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Question

In credit card receivable ABS, what changes when the amortization period begins?

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Answer

Principal is returned to investors instead of funding new receivables.

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Question

What cash flows typically support a credit card receivable ABS?

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Answer

Finance charges, annual fees, and principal after lockout.

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Question

How does subordination provide credit enhancement in an ABS structure?

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Answer

Junior tranches absorb first losses, protecting senior tranches.

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Question

Why can senior ABS tranches achieve higher credit ratings than junior tranches?

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Answer

They take losses only after subordinated tranches are exhausted.

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