Portfolio Constraints
From Open Risk Manual
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Contents
Definition
Portfolio Constraints denote a set of conditions of legal or quantitative nature that in addition to the Eligibility Criteria determine whether any particular financial asset can be part of a securitisation portfolio
Details
Portfolio Constraints will in general depend on the particular asset class being securitised
Indicative Portfolio Constraint List
- Name Concentration (Single Borrower Limits)
- Product Concentration
- Sector Concentration
- Geographic Concentration
Variations
None
Issues and Challenges
None
See Also
None
Disclaimer
- This information is provided as is without any representation of correctness, completeness or suitability for any purpose whatsoever. Refer to actual securitisation prospectuses for the definitive terms applicable in each case
- Definitions, detailed descriptions and other content may change at any time as further examples or relevant aspects are introduced
