easy · Asset-Backed Securities

If a transfer of loans is recharacterized by a court as a 'secured loan' instead of a 'true sale', which risk do investors face?

  1. The rating agencies must pay back the investors' original principal.
  2. The underlying borrowers are legally allowed to stop making payments on their loans.
  3. The interest rates on the bonds are automatically doubled.
  4. The automatic stay in the originator's bankruptcy could halt payments to the SPE.

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