easy · Asset-Backed Securities

A bank sponsors an ABS transaction and chooses to fulfill its Dodd-Frank risk retention requirement through a 'Vertical Interest'.

What must the bank specifically retain?

  1. A 5% share of the servicing rights and a 5% interest-only strip.
  2. A letter of credit from a third-party bank covering 5% of pool losses.
  3. The bottom 5% of the capital stack, consisting of the residual and junior bonds.
  4. 5% of the principal balance of every tranche issued by the trust.

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