Category:Securitisation

From Open Risk Manual
Securitisation

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 (defined periods, key dates etc) that characterise the temporal development of the securitisation transaction
Events and 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
Asset Cash Flows Articles describing both scheduled (contractually agreed) and actual realised asset cash flows relevant for the securitisation
Liability Cash Flows Articles describing both scheduled (contractually agreed) and actual realised liability cash flows relevant for the securitisation

Subcategories

This category has the following 10 subcategories, out of 10 total.

Pages in category "Securitisation"

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