Search results

From Open Risk Manual
  • ...d, even though there may well be ''reference'' to such assets (e.g. in a [[Mortgage]], [[Derivative Instrument | derivatives]] or [[Insurance]] contract). ** Corporate Securities (Shares, Bonds)
    7 KB (1,020 words) - 18:40, 4 March 2024
  • ...is considered best practice when analysing credit portfolios underpinning securities. Absence of such data or poor quality data has been one of the factors attr ...n requirements for residential mortgage-backed securities (RMBSs) and ABSs backed by small and medium-sized enterprise (SME) loans
    2 KB (251 words) - 12:35, 16 September 2021
  • * Mortgage-backed securities
    2 KB (183 words) - 14:16, 24 April 2024
  • ...aft Prospectus'''. The draft prospectus for a pass through Mortgage Backed Securities issue, as determined by the issuing agency prior to marketing the issue. Ce
    919 bytes (133 words) - 11:02, 8 October 2019
  • ...d Draft Prospectus'''. The draft prospectus for a tranched Mortgage Backed Securities issue, as determined by the issuing entity prior to marketing the issue. Ce
    920 bytes (131 words) - 11:03, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    888 bytes (132 words) - 11:03, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    646 bytes (86 words) - 11:03, 8 October 2019
  • ...ies. The identity of this party may be a bank or a specialist (non agency) mortgage company. Term origin:MBS PoC Reviews [[Category:Mortgage Backed Securities]]
    815 bytes (119 words) - 11:03, 8 October 2019
  • '''Non Agency Mortgage Pool'''. [[Category:Mortgage Backed Securities]]
    647 bytes (87 words) - 11:03, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    640 bytes (86 words) - 11:03, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    760 bytes (106 words) - 11:03, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    651 bytes (87 words) - 11:03, 8 October 2019
  • .... A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac securi ...et paid off faster than others. Based on the issuer of the mortgage-backed securities (MBS), the WALA may be weighted on the remaining principal balance dollar f
    2 KB (262 words) - 11:08, 8 October 2019
  • '''Mortgage Backed Security Instrument'''. [[Category:Mortgage Backed Securities]]
    658 bytes (87 words) - 11:08, 8 October 2019
  • ...f mortgages that underlie a mortgage-backed security (MBS) at the time the securities were issued. ...the weighted-average calculation, the principal balance of each underlying mortgage is used as the weighting factor
    1 KB (187 words) - 11:22, 14 November 2019
  • ...folio of fixed income assets including corporate loans and mortgage backed securities. A special purpose vehicle (SPV) issues notes to investors in order to rais Similar in structure to a collateralized mortgage obligation (CMO) or collateralized bond obligation (CBO), CDOs are unique i
    2 KB (337 words) - 23:33, 30 October 2019
  • [[Category:Mortgage Backed Securities]]
    1 KB (177 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    798 bytes (115 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    636 bytes (85 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    703 bytes (96 words) - 11:09, 8 October 2019
  • ...ther applications of this concept are not known at present. Trivially, all securities could be said to be in "notes" in this sense but the term is not normally r [[Category:Mortgage Backed Securities]]
    1 KB (159 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    751 bytes (108 words) - 11:09, 8 October 2019
  • '''Pass Through MBS Deal'''. An issue of Mortgage Backed Security instruments in which payments on the pool are passed through to in ...which are Tranched and Pass Thtrough, just below the level of Pool Backed Securities Deal. Investigaiton of various SMOs and REMICs and the like suggests that t
    1 KB (215 words) - 11:09, 8 October 2019
  • '''Agency MBS Deal'''. An issue of securities backed by pools of mortgages held by government agencies. ...o be met. These are specified in terms of, for example, the balance of the mortgage, limits to credit ratings.
    1 KB (174 words) - 15:58, 2 February 2023
  • [[Category:Mortgage Backed Securities]]
    645 bytes (87 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    837 bytes (119 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    801 bytes (112 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    798 bytes (112 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    804 bytes (112 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    772 bytes (110 words) - 11:09, 8 October 2019
  • ...urity certificates. These are (at least in this context) securities issued backed by a pool of individual loans, mortgages or other individual loan products. ...r credit based security, hence the creation of the non standard term "Pool Backed Security". The naming of deals simply attempts to reflect that. Terms to be
    2 KB (294 words) - 11:09, 8 October 2019
  • ...of a Pool Backed Security. This may be an Asset Backed Security, Mortgage Backed Security or CDO. ...ose but not really referred to as SPVs (e.g. [[Fannie Mae]]), or issued by mortgage-issuing banks (non Agency).
    1,014 bytes (149 words) - 15:58, 2 February 2023
  • [[Category:Mortgage Backed Securities]]
    681 bytes (94 words) - 11:09, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    785 bytes (111 words) - 11:09, 8 October 2019
  • ...s distinguished from CDO instruments which have an underlying pool of debt securities, as distinct from an underlying pool of loan products such as mortgages, cr [[Category:Pool Backed Securities]]
    1 KB (155 words) - 11:09, 8 October 2019
  • '''MBS Deal'''. The issue of a series of Mortgage Backed Security certificates. [[Category:Mortgage Backed Securities]]
    694 bytes (95 words) - 11:10, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    952 bytes (136 words) - 16:44, 1 December 2022
  • ...backed by a pool of residential mortgage loans. This is a broad class of [[Securities]] that package (bundle) large number of mortgages. The performance of the s ...gh there is no consensus about what constitutes a sub-prime/non-conforming mortgage in Europe.
    2 KB (255 words) - 13:12, 1 December 2022
  • '''Agency Mortgage Pool'''. A pool of agency mortgages. [[Category:Mortgage Backed Securities]]
    670 bytes (91 words) - 11:11, 8 October 2019
  • ...he terms of the issue and each of the instruments included in the mortgage backed security issue. Term origin:SMER [[Category:Mortgage Backed Securities]]
    779 bytes (108 words) - 11:11, 8 October 2019
  • ...Part'''. A part or section of a prospectus for a tranched mortgage backed securities issue. Term origin:MBS PoC Reviews
    757 bytes (107 words) - 11:12, 8 October 2019
  • '''Basket Of Credit Risks'''. A basket of securities and / or legal entities, collected for the purpose of constructing a custom * asset type (loan, bond, mortgage-backed, asset-backed)
    2 KB (255 words) - 15:07, 29 October 2019
  • ...r. These may also be used in the formation of asset pools for asset backed securities, though a specific named type of security has not been identified with thes
    1 KB (245 words) - 15:26, 22 March 2021
  • ...Obligation]] (CMO), [[Asset Backed Securities]] (ABS) or [[Mortgage Backed Securities]] (MBS) using the [[Maturity Prepay Model]]. * [[Public Securities Association]]
    924 bytes (124 words) - 16:36, 1 December 2022
  • '''Mortgage Pool'''. A number of mortgages combined into a single pool and used as an a [[Category:Mortgage Backed Securities]]
    736 bytes (102 words) - 13:46, 1 December 2022
  • [[Category:Mortgage Backed Securities]]
    799 bytes (115 words) - 11:22, 8 October 2019
  • '''Government Mortgage Agency'''. An agency set up by a government for the purpose of issuing mort ...'takes form of' (replaced by a restriction): The form which the Government Mortgage Agency takes. This is a Legal Entity and not a Natural Person, that is, it
    962 bytes (139 words) - 11:22, 8 October 2019
  • '''MBS Issuer'''. The issuer of a Mortgage Backed Security. [[Category:Mortgage Backed Securities]]
    788 bytes (115 words) - 11:22, 8 October 2019
  • [[Category:Mortgage Backed Securities]]
    695 bytes (95 words) - 11:22, 8 October 2019
  • ...ities, which are trust certificates (bonds) backed by a pool of commercial mortgage loans. [[Category:Mortgage Backed Securities]]
    1 KB (163 words) - 00:02, 28 January 2020

View (previous 50 | next 50) (20 | 50 | 100 | 250 | 500)