MBS Instrument Slice

From Open Risk Manual

Definition

MBS Instrument Slice. A holding of an individual slice or slices of a tranche.

These may be held in different notes, with different denominations. Tranche slice in this sense is only relevant in the context of something like a CDO or analogous things such as CBO.

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.