medium · Asset-Backed Securities

A Credit Card Master Trust Series is evaluating its early amortization trigger. Over the last three months, the portfolio yield has been 19.0%, 18.5%, and 20.0%. The base rate (bond coupons plus servicing) is 7.5%. Monthly charge-offs were 12.0%, 13.5%, and 11.0%.

If the trigger is a three-month rolling average excess spread below 0%, has a breach occurred?

  1. Yes, because any single month of negative excess spread triggers immediate rapid amortization
  2. Yes, because the three-month rolling average excess spread is approximately -0.17%
  3. No, because the most recent month's excess spread was positive at +1.5%
  4. No, because the average portfolio yield of 19.17% exceeds the average charge-off rate of 12.17%

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