Instrument Aggregate Loan Analytic

From Open Risk Manual

Definition

Instrument Aggregate Loan Analytic. Parameters that describe some feature of loan pools or mortgage pools, aggregated and defined at the level of the instrument (i.e. the tranche or class of security within the issue).


Issues and Challenges

For some of these there may also be a similar aggregated figure at the level of the issue (i.e. for a whole MBS issue) and for some there would not. To be determined

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.