Search results

Create the page "Asset Backed Securities" on this wiki! See also the search results found.

• Financial Products
  ** Corporate Securities (Shares, Bonds) ** Asset Backed Securities (RMBS, CMBS etc.)
  7 KB (1,020 words) - 18:40, 4 March 2024
• ABS Loan Level Initiative
  ...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
• Credit Card ABS
  '''Credit Card ABS'''. These are generally issued by a bank and backed by largely unsecured obligations owed by individuals to the issuer of the c [[Category:Asset Backed Securities]]
  781 bytes (111 words) - 15:17, 8 October 2019
• External Credit Assessment Institution
  ...bonds, long/short term debt, and preferred shares, as well as asset-backed securities. DBRS also offers industry analysis, rating reports, and ratings indices fo ...rea of Poland and European Union. The agency is supervised by the European Securities and Markets Authority (ESMA). INC Rating dedicates its services to public s
  14 KB (2,064 words) - 22:31, 27 September 2021
• Catalog of Loss Given Default Models
  ...ed LGD models'': For traded credit products (Corporate Bonds, Asset Backed Securities, Sovereign Bonds) market data (bond prices) can be used to estimate implied ...structural model. The underlying distribution is linked to the movement of asset markets (which may be simply an assumption if there is no liquid market for
  6 KB (778 words) - 12:39, 16 September 2021
• ESMA Residential Real Estate.Collateral.Collateral Type
  ...erms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any coll * Securities (SECU)
  2 KB (325 words) - 20:16, 12 February 2019
• ESMA Commercial Real Estate.Collateral.Collateral Type
  ...erms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any coll * Securities (SECU)
  2 KB (325 words) - 20:20, 12 February 2019
• ESMA Corporate.Collateral.Collateral Type
  ...erms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any coll * Securities (SECU)
  2 KB (317 words) - 20:23, 12 February 2019
• ESMA Esoteric Assets.Collateral.Collateral Type
  ...erms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any coll * Securities (SECU)
  2 KB (321 words) - 20:31, 12 February 2019
• Loan Pool
  ...oan Pool'''. A number of loans, combined into a single pool and used as an asset. [[Category:Asset Backed Securities]]
  694 bytes (99 words) - 11:08, 8 October 2019
• Loan Pool Constituent
  [[Category:Asset Backed Securities]]
  672 bytes (93 words) - 11:08, 8 October 2019
• Auto Loan ABS
  '''Auto Loan ABS'''. ABS issued by auto finance companies and are backed by underlying pools of auto-related loans or leases. [[Category:Asset Backed Securities]]
  818 bytes (115 words) - 23:56, 27 January 2020
• ABS Issuer
  ...est and principal payments, pursuing delinquencies, etc. It is paid out of asset cash flows for providing these ongoing services. [[Category:Asset Backed Securities]]
  2 KB (270 words) - 11:08, 8 October 2019
• Debt SPV
  ...al Purpose Vehicle]] (SPV) set up specifically to issue a debt security or securities. It is set up by a company or a group of companies to create instruments th [[Category:Asset Backed SPVs]]
  1 KB (163 words) - 12:56, 25 October 2019
• Cash Asset Backed Security Instrument
  '''Cash Asset Backed Security Instrument'''. An asset-backed security is a type of bond or note that is based on pools of assets, or col [[Category:Asset Backed Securities]]
  1 KB (145 words) - 13:43, 1 December 2022
• Credit Card Pool
  [[Category:Asset Backed Securities]]
  633 bytes (86 words) - 11:09, 8 October 2019
• Home Equity Line Of Credit Pool
  [[Category:Asset Backed Securities]]
  648 bytes (89 words) - 11:09, 8 October 2019
• Esoteric ABS
  '''Esoteric ABS'''. An asset backed security based on some underlying promised future cashflow. [[Category:Asset Backed Securities]]
  806 bytes (112 words) - 11:09, 8 October 2019
• Promised Cash Flow Asset
  '''Promised Cash Flow Asset'''. An asset which takes the form of some promised future cashflow. This may be securiti ...ABS instruments may be created where the underlying asset is not a pool of securities or debt but a promised cash flow. People have securitized the cash flows of
  1,005 bytes (146 words) - 11:09, 8 October 2019
• Index Linked Principal Determination Terms
  [[Category:Asset Backed Securities]]
  766 bytes (106 words) - 11:09, 8 October 2019
• CDO Note
  ...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 ...ly. Investors bear the credit risk of the collateral. Multiple tranches of securities are issued by the CDO, offering investors various maturity and credit risk
  2 KB (337 words) - 23:33, 30 October 2019
• Cash Structured Finance Instrument
  ...uctured Finance Instrument'''. A structured finance instrument with a real asset underlying. [[Category:Pool Backed Securities]]
  710 bytes (96 words) - 11:09, 8 October 2019
• Pool Backed Security Issuer
  ...of a Pool Backed Security. This may be an Asset Backed Security, Mortgage Backed Security or CDO. ...always and necesarily a special Purpose Vehicle, since many mortage backed securities are issued by Agencies set up for the purpose but not really referred to as
  1,014 bytes (149 words) - 15:58, 2 February 2023
• Structured Finance Instrument
  ...estment company. These are traded. This is based on tranches of underlying asset pools. These are defined by the issuing bank or investment company. [[Category:Pool Backed Securities]]
  1 KB (158 words) - 11:09, 8 October 2019
• Pass Through MBS Instrument
  ...MBS Instrument'''. A security in which the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments. A se [[Category:Mortgage Backed Securities]]
  952 bytes (136 words) - 16:44, 1 December 2022
• Basket Of Credit Risks
  '''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
• Home Equity Line Of Credit
  ...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
• Maturity Equivalent PSA
  ...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
• Debt Securities Issuance
  '''Debt Securities Issuance'''. SPV set up to issue debt instruments such as for structured fi [[Category:Asset Backed SPVs]]
  697 bytes (98 words) - 11:22, 8 October 2019
• Securities Issuance
  '''Securities Issuance'''. The SPV is set up to issue securities. [[Category:Asset Backed SPVs]]
  662 bytes (93 words) - 11:22, 8 October 2019
• Securities Issuance SPV
  '''Securities Issuance SPV'''. An SPV set up specifically to issue securities. [[Category:Asset Backed SPVs]]
  675 bytes (94 words) - 11:22, 8 October 2019
• ABS Deal
  '''ABS Deal'''. The issue of a series of Cash Asset Backed Security certificates. [[Category:Asset Backed Securities]]
  690 bytes (96 words) - 11:22, 8 October 2019
• ABS Deal Prospectus
  ...g the terms of the issue and each of the instruments included in the asset backed security issue. [[Category:Asset Backed Securities]]
  753 bytes (105 words) - 11:22, 8 October 2019
• Auto Loan Pool
  [[Category:Asset Backed Securities]]
  677 bytes (92 words) - 11:22, 8 October 2019
• Auto Loan Pool Constituent
  [[Category:Asset Backed Securities]]
  702 bytes (99 words) - 11:22, 8 October 2019
• Controlled Amortization Bond
  ...ned 'revolving' period during which only interest payments are made, these securities attempt to return principal to investors in a series of defined periodic pa [[Category:Asset Backed Securities]]
  1 KB (208 words) - 19:40, 9 March 2020
• Controlled Amortization Structure
  [[Category:Asset Backed Securities]]
  781 bytes (103 words) - 11:22, 8 October 2019
• Fully Amortizing Bond
  [[Category:Asset Backed Securities]]
  960 bytes (131 words) - 11:22, 8 October 2019
• Home Equity Line Of Credit Pool Constituent
  [[Category:Asset Backed Securities]]
  739 bytes (106 words) - 11:22, 8 October 2019
• Mortgage Pool
  ...Pool'''. A number of mortgages combined into a single pool and used as an asset. [[Category:Mortgage Backed Securities]]
  736 bytes (102 words) - 13:46, 1 December 2022
• Index Amortizing Bond
  [[Category:Asset Backed Securities]]
  638 bytes (86 words) - 11:22, 8 October 2019
• Index Based Coupon Bond
  [[Category:Asset Backed Securities]]
  1 KB (161 words) - 11:22, 8 October 2019
• Index Linked Coupon
  [[Category:Asset Backed Securities]]
  636 bytes (86 words) - 11:22, 8 October 2019
• Index Linked Coupon Terms
  [[Category:Asset Backed Securities]]
  642 bytes (87 words) - 11:22, 8 October 2019
• Inflation Bond Variable Coupon
  [[Category:Asset Backed Securities]]
  675 bytes (90 words) - 13:32, 6 December 2021
• WAC Bond Coupon
  [[Category:Asset Backed Securities]]
  632 bytes (86 words) - 11:22, 8 October 2019
• Principal Payment Calculation
  [[Category:Asset Backed Securities]]
  720 bytes (98 words) - 11:22, 8 October 2019
• Inflation Bond Interest Payment Terms
  [[Category:Asset Backed Securities]]
  1 KB (151 words) - 11:22, 8 October 2019
• Inflation Bond Principal Repayment Terms
  [[Category:Asset Backed Securities]]
  996 bytes (146 words) - 11:22, 8 October 2019
• Inflation Factor Expression
  [[Category:Asset Backed Securities]]
  775 bytes (106 words) - 13:32, 6 December 2021
• Inflation Bond Variable Coupon Terms
  [[Category:Asset Backed Securities]]
  653 bytes (88 words) - 11:22, 8 October 2019
• Securitisation
  ...sting collection of credit assets. It is the process of taking an illiquid asset, or group of assets, such as a portfolio of receivables and, through financ ...it exposures including for instance residential mortgages (mortgage-backed securities), corporate loans and credit card receivables. Although initially used to t
  2 KB (313 words) - 13:03, 21 September 2020
• BCBS 10 A
  ''Asset transfers and securitisation''. ...erspective by focusing largely on the transferor or issuer of asset-backed securities rather than on the purchaser or investor. It describes the mechanics of the
  2 KB (264 words) - 11:39, 26 March 2021
• BCBS 150
  ...early shown that collateralised debt obligations comprised of asset-backed securities (ie CDOs of ABS - so-called "resecuritisations") are more highly correlated ...ncrease capital requirements for liquidity lines extended to support asset-backed commercial paper (ABCP) conduits by eliminating the distinction between sho
  7 KB (993 words) - 11:43, 26 March 2021
• BCBS D413
  ...securitisations</em> issued jointly with the International Organization of Securities Commissions (IOSCO).</p> ...parent and comparable (STC) short-term securitisations, typically in asset-backed commercial paper (ABCP) structures. The additional guidance and requirement
  4 KB (485 words) - 11:48, 26 March 2021
• BCBS D414
  ...mittee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) today released the consultative document <em>Criteria f ...The criteria published today take account of the characteristics of asset-backed commercial paper (ABCP) conduits, such as (i) the short maturity of the com
  3 KB (448 words) - 11:48, 26 March 2021
• BCBS D441
  ...mittee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) today issued the <strong>Criteria for identifying simpl ...The criteria published today take account of the characteristics of asset-backed commercial paper (ABCP) conduits, such as (i) the short maturity of the com
  3 KB (436 words) - 11:49, 26 March 2021
• BCBS D442
  ...-term securitisationsissued jointly with the International Organization of Securities Commissions (IOSCO).</p> ...parent and comparable (STC) short-term securitisations, typically in asset-backed commercial paper (ABCP) structures. The additional guidance and requirement
  3 KB (456 words) - 17:13, 30 June 2021
• FM SFLP Template
  ...ep, while repairs are associated with either avoiding deterioration of the asset or a marketing decision to help maximize sales proceeds upon final disposit | 56 || [[FM SFLP.Asset Recovery Costs|Asset Recovery Costs]] || ASSET_RECOVERY_COSTS || Expenses associated with remov
  31 KB (4,707 words) - 15:38, 16 May 2024