Table 6.1

Losses to subprime portfolio	losses to Mezz tranche of ABS	Losses to equity tranche of ABS CDO	Losses to Mezz tranche of ABS CDO	Losses to Senior tranche of ABD CDO
10%	25%	100%	100%	0%
15%	50%	100%	100%	33%
20%	75%	100%	100%	67%
25%	100%	100%	100%	100%

Suppose that the principal assigned to the senior, mezzanine, and equity tranches for the ABSs and ABS CDO in Figure 6.4 is 60%, 30%, and 10% instead of 75%, 20% and 5%. How are the results in Table 6.1 affected?

Please show ALL of your work (calculations) in a table like the one above (figure 6.4 is attached as an image).