Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

QUESTION 1b [ 12 Marks] Suppose bank A has two loans, each of which is due to be repaid one period hence and whose cash

image text in transcribed
QUESTION 1b [ 12 Marks] Suppose bank A has two loans, each of which is due to be repaid one period hence and whose cash flows are perfectly positively correlated and identically distributed random variables. Each loan will repay $365 to the bank with probability 0.7 and $180 with probability 0.3. However, while bank A knows this, prospective investors cannot distinguish the bank's portfolio from that of bank B that the same number of loans, but each of its loans will repay $365 with probability 0.45 and $180 with probability 0.55. The prior belief of investors is that there is 0.70 probability that bank A has the higher-valued portfolio and 0.3 probability that bank B has the lower- valued portfolio. Suppose that bank A wishes to securitise these loans, and it knows that if it does so without credit enhancement, the cost of communicating the true value of loans to investors is 5.0 percent of its true value. Explore bank A's securitisation alternatives. Assuming that a credit enhancer is available and that the credit enhancer could (at negligible cost) determine the true value of the loan portfolio, what sort of credit enhancement should bank A purchase? Assume that everybody is risk neutral and that the discount rate is zero. QUESTION 1b [ 12 Marks] Suppose bank A has two loans, each of which is due to be repaid one period hence and whose cash flows are perfectly positively correlated and identically distributed random variables. Each loan will repay $365 to the bank with probability 0.7 and $180 with probability 0.3. However, while bank A knows this, prospective investors cannot distinguish the bank's portfolio from that of bank B that the same number of loans, but each of its loans will repay $365 with probability 0.45 and $180 with probability 0.55. The prior belief of investors is that there is 0.70 probability that bank A has the higher-valued portfolio and 0.3 probability that bank B has the lower- valued portfolio. Suppose that bank A wishes to securitise these loans, and it knows that if it does so without credit enhancement, the cost of communicating the true value of loans to investors is 5.0 percent of its true value. Explore bank A's securitisation alternatives. Assuming that a credit enhancer is available and that the credit enhancer could (at negligible cost) determine the true value of the loan portfolio, what sort of credit enhancement should bank A purchase? Assume that everybody is risk neutral and that the discount rate is zero

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Personal Financial Planning

Authors: Randy Billingsley, Lawrence J. Gitman, Michael D. Joehnk

15th Edition

978-0357438480, 0357438485

More Books

Students also viewed these Finance questions

Question

Describe alternative training and development delivery systems.

Answered: 1 week ago

Question

Summarize the learning organization idea as a strategic mind-set.

Answered: 1 week ago