🎓CFA Final Prep All Topics

Deck 17 – Securitization

Card1 / 27
Question

In securitized products, why must you distinguish contraction risk from extension risk?

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Answer

They are opposite prepayment risks affecting cash flow timing.

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Question

Why is the SPV's role central in a securitization structure?

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Answer

It isolates assets and issues securities backed by them.

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Question

How does credit tranching differ from time tranching in securitization?

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Answer

Credit tranching reallocates credit losses; time tranching reallocates prepayment timing.

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Question

Why is securitization still a high-priority exam topic even though many fixed-income questions are formula-based?

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Answer

It tests conceptual understanding of structure and risk transfer.

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