题目
The CDO tranche with a credit rating status between senior and subordinated bond classes is called the:
选项
A.equity tranche.
B.residual tranche.
C.mezzanine tranche.
答案
C
解析
: C is correct. The mezzanine tranche consists of bond classes with credit ratings between senior and subordinated bond classes. A is incorrect because the equity tranche falls within and carries the credit rating applicable to the subordinated bond classes. B is incorrect because the residual tranche falls within and carries the credit ratings applicable to the subordinated bond classes. : C是正确的。夹层债券由信用评级介于高级债券和次级债券之间的债券类别组成。 A是不正确的,因为权益部分属于次级债券类别,并具有适用于次级债券类别的信用评级。 B是不正确的,因为剩余部分属于次级债券类别,并具有适用于次级债券类别的信用评级。