medium · Asset-Backed Securities

A credit card master trust series has a 'Yield Supplement' or 'Discount Option' feature.

If this feature is activated, how does it typically affect the overcollateralization or excess spread calculation?

  1. It reclassifies a portion of principal collections as finance charge collections to boost portfolio yield and excess spread.
  2. It allows the servicer to stop paying losses out of the interest waterfall.
  3. It reduces the interest rate on the senior bonds to zero.
  4. It requires the trustee to sell the most delinquent loans back to the originator at par.

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