medium · Asset-Backed Securities

A credit card master trust series has a three-month rolling average excess spread trigger set at 0.00%. The monthly excess spread for the last three months was +1.50%, -0.20%, and -1.90%.

What is the immediate structural consequence?

  1. The seller must exercise the discount option to reset the yield
  2. The servicing fee is waived to restore the excess spread to positive
  3. The series enters rapid amortization, ending the revolving period
  4. The series continues in the revolving period as the average remains positive

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