From Open Risk Manual

Articles covering the securitisation of (primarily) credit risk

Securitisation Subcategories Table
Category Description
Counterparties Articles describing the various counterparties (agents, entities) involved in a securitisation transaction
Contracts Articles describing the various contracts that are explicitly embedded (are part of) the securitisation transaction
Assets Articles covering how the various possible asset classes are captured and treated in a securitisation and the different possible

states of each asset from the perspective of the transaction

Liabilities Articles covering the structural aspects characterising the various possible liabilities of a securitisation, including concepts of subordination,

fees and amortisation

Timeline Articles laying out the temporal profile (periods, key dates etc) that characterise the development of the securitisation transaction
Event Triggers Articles describing the defined triggers (criteria) that change the state of the securitisation (affecting cashflows, amortisation etc.)
Accounts Articles defining the accounts (ledgers) that typically facilitate the processing of cashflows in a securitisation
Cash Flows Articles describing both scheduled (contractually agreed) and actual realised cash flows relevant for the securitisation (both stocks and flows)


This category has the following 2 subcategories, out of 2 total.



Pages in category "Securitisation"

The following 4 pages are in this category, out of 4 total.