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• Pass Through MBS Instrument
  ...nstrument'''. A security in which the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments. A servici
  952 bytes (136 words) - 16:44, 1 December 2022
• Residential MBS
  ...gages. The performance of the security is linked to the performance of the underlying loans in potentially quite intricate ways. ...hat is distinct investable bond instruments whose access to the underlying pool cashflows is defined in a non-linear way.
  2 KB (255 words) - 13:12, 1 December 2022
• Retail Asset Pool Creation Process
  ...may then be used in the issue of securities based on those asset pools as underlying.
  764 bytes (112 words) - 11:11, 8 October 2019
• FFIEC Down Prepay Speed
  ...''' denotes the [[Public Securities Association]] (PSA) speed used for the underlying collateral for cash-flow calculations in the "down 300" scenario. ...ayment models, so each of these will refer to a sub-type of the term "Loan Pool Prepayment Model".
  994 bytes (140 words) - 16:41, 1 December 2022
• Pool Paydown Rate
  '''Pool Paydown Rate'''. The rate at which the pool is paying down. ...he case of default but for non agency these mortgages are removed from the pool if and when a mortgagee defualts.
  1 KB (181 words) - 13:45, 1 December 2022
• CBO Instrument
  ...l. The organization creating and promoting the structure usually holds the underlying equity and may also collect a fee. Junk bonds are typically not investment grade, but because they pool several types of credit quality bonds together, they offer enough diversifi
  1 KB (198 words) - 11:22, 8 October 2019
• CDO Pool
  ...Pool'''. A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments.
  678 bytes (100 words) - 11:22, 8 October 2019
• ABSCDO Instrument
  '''ABSCDO Instrument'''. CDO where the underlying asset pool is ABS.
  641 bytes (91 words) - 11:22, 8 October 2019
• CDO Squared Instrument
  '''CDO Squared Instrument'''. CDOs where the underlying asset pool is CDOs.
  648 bytes (92 words) - 11:22, 8 October 2019
• Hybrid CDO
  ...So for example an issiue of $550 million may have $500 million in an asset pool and an additional $50 million created via a synthetic asset.
  893 bytes (134 words) - 11:22, 8 October 2019
• Commercial MBS
  ...rtgage-Backed Securities, which are trust certificates (bonds) backed by a pool of commercial mortgage loans. ...loan). The performance of the security is linked to the performance of the underlying loans in potentially quite intricate ways.
  1 KB (163 words) - 00:02, 28 January 2020
• STS Criterion 3. Eligibility criteria no active portfolio management
  The underlying exposures should at all times be subject to predetermined, clear and well d ...ria that are no less strict than those applied in the initial selection of underlying exposures at the closing date.
  4 KB (532 words) - 20:45, 12 November 2019
• STS Criterion 4. Homogeneity enforceable obligations full recourse to obligors period payment streams
  The underlying exposures should meet the following criteria: * The synthetic securitisation should be backed by a pool of underlying exposures that are homogeneous in terms of asset type, subject to condition
  2 KB (218 words) - 20:46, 12 November 2019
• STS Criterion 8. Self-certified loans
  ...securitisations where the underlying exposures are residential loans, the pool of loans should not include any loan that was marketed and underwritten on
  607 bytes (80 words) - 20:46, 12 November 2019
• Loan or Advance against Inventory
  ...into a financing agreement and a security agreement covering title to the underlying inventory and covering warehouse receipts (evidencing storage of the goods ...d, a ‘borrowing base’ may be established whereby an ongoing collateral pool is established against which a maximum advance is computed
  7 KB (1,087 words) - 12:41, 8 February 2020
• BCBS 269
  ...h to determine the capital requirement based on the risk of the underlying pool of exposures, including expected losses.</li> ...an be used, a standardised approach would be applied. This is based on the underlying capital requirement that would apply under the standardised approach for cr
  4 KB (630 words) - 14:25, 9 April 2021
• BCBS D303
  * Keywords: [[Underlying Pool]], [[SEC-IRBA]], [[Tranche]], [[SEC-SA]], [[SEC-ERBA]], [[Credit Risk]]
  3 KB (490 words) - 11:47, 26 March 2021
• BCBS D304
  <p>Criteria promoting <strong>simplicity</strong> refer to the homogeneity of underlying assets with simple characteristics, and a transaction structure that is not ...transparency</strong> provide investors with sufficient information on the underlying assets, the structure of the transaction and the parties involved in the tr
  4 KB (550 words) - 12:38, 9 June 2021
• BCBS WP22
  ...rity for the underlying pool of securitised loans, the MSFA is based on an underlying Expected Shortfall, mark-to-market framework for setting regulatory capital * Keywords: [[Credit Risk]], [[Underlying Pool]], [[Attachment Point]], [[Seniority]], [[Expected Loss]], [[Tranche]], [[B
  2 KB (292 words) - 11:50, 26 March 2021
• BCBS WP23
  ...oss rate (EL). Given an assumed risk profile for an underlying homogeneous pool of exposures - characterised by maturity, probability of default, loss give
  3 KB (359 words) - 11:50, 26 March 2021

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