medium · Asset-Backed Securities

In a Master Trust structure for credit cards, a series enters a 12-month 'controlled accumulation period'.

How does this specifically affect the WAL of the bond compared to a rapid amortization event?

  1. It shortens the WAL because the accumulation is 'controlled' and efficient.
  2. It has no effect on WAL because the principal is collected at the same rate.
  3. It makes the WAL negative because interest continues to accrue.
  4. It extends the WAL by delaying principal return to a single bullet payment at the end.

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