BondStats
BONDSTATS STRUCTURED FINANCE REFERENCE

Structured Finance & Securitization Encyclopedia

ABS, MBS, CMBS, tranches, waterfalls and securitization mechanics explained.

A structured reference to securitization, collateral pools, cash-flow waterfalls, mortgage-backed securities, commercial real-estate credit and structured-finance risk.

128 ENTRIES5 CATEGORIESCRAWLABLE A–Z REFERENCE
A–Z MARKET REFERENCE
001
Cash Flow Waterfall
ABS & Securitization Core
Cash Flow Waterfall is the contractual sequence that determines how securitization cash flows are allocated among fees, interest, principal, reserves and different classes of investors.
002
Commercial Mortgage-Backed Security
CMBS & Commercial Real Estate
Commercial Mortgage-Backed Security is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
003
Mortgage Servicing Right
RMBS & Mortgage Credit
Mortgage Servicing Right is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
004
Residential Mortgage-Backed Security
RMBS & Mortgage Credit
Residential Mortgage-Backed Security is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
005
CMBS Special Servicing Rate
CMBS & Commercial Real Estate
CMBS Special Servicing Rate is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
006
Call Date in Securitization
Tranches, Waterfalls & Metrics
Call Date in Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
007
Convexity Hedging in MBS
RMBS & Mortgage Credit
Convexity Hedging in MBS is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
008
Letter of Credit Enhancement
ABS & Securitization Core
Letter of Credit Enhancement is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
009
Extension Option in CRE Loan
CMBS & Commercial Real Estate
Extension Option in CRE Loan is a commercial real-estate securitization concept used to assess property-backed cash flows, loan performance, servicing actions or tranche protection.
010
MBS Duration
RMBS & Mortgage Credit
MBS Duration is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
011
Maturity Default
CMBS & Commercial Real Estate
Maturity Default describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
012
Mortgage Basis
RMBS & Mortgage Credit
Mortgage Basis is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
013
Mortgage Default
RMBS & Mortgage Credit
Mortgage Default is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
014
Class A Tranche
Tranches, Waterfalls & Metrics
Class A Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
015
Class B Tranche
Tranches, Waterfalls & Metrics
Class B Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
016
Commercial Mortgage Pool
CMBS & Commercial Real Estate
Commercial Mortgage Pool is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
017
Conditional Prepayment Rate
RMBS & Mortgage Credit
Conditional Prepayment Rate is a structured-finance concept used to describe how borrower repayment behavior changes the timing, duration and valuation of mortgage or asset-backed cash flows.
018
Credit Enhancement Level
Tranches, Waterfalls & Metrics
Credit Enhancement Level is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
019
Debt Service Coverage
CMBS & Commercial Real Estate
Debt Service Coverage is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
020
Early Amortization Event
ABS & Securitization Core
Early Amortization Event describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
021
External Credit Enhancement
ABS & Securitization Core
External Credit Enhancement is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
022
Film Royalty Securitization
Consumer & Specialty ABS
Film Royalty Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
023
Forbearance in Mortgages
RMBS & Mortgage Credit
Forbearance in Mortgages is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
024
Internal Credit Enhancement
ABS & Securitization Core
Internal Credit Enhancement is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
025
Legal Final Maturity
Tranches, Waterfalls & Metrics
Legal Final Maturity describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
026
Mortgage Rate Incentive
RMBS & Mortgage Credit
Mortgage Rate Incentive is a structured-finance concept used to describe how borrower repayment behavior changes the timing, duration and valuation of mortgage or asset-backed cash flows.
027
Music Royalty Securitization
Consumer & Specialty ABS
Music Royalty Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
028
PSA Prepayment Model
RMBS & Mortgage Credit
PSA Prepayment Model is a structured-finance concept used to describe how borrower repayment behavior changes the timing, duration and valuation of mortgage or asset-backed cash flows.
029
Planned Amortization Class
Tranches, Waterfalls & Metrics
Planned Amortization Class describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
030
SBA Loan Securitization
Consumer & Specialty ABS
SBA Loan Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
031
Special Servicing Transfer
CMBS & Commercial Real Estate
Special Servicing Transfer is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
032
Subordination in Securitization
ABS & Securitization Core
Subordination in Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
033
Super Senior Tranche
Tranches, Waterfalls & Metrics
Super Senior Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
034
Targeted Amortization Class
Tranches, Waterfalls & Metrics
Targeted Amortization Class describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
035
Trade Receivables Securitization
Consumer & Specialty ABS
Trade Receivables Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
036
Trustee in Securitization
ABS & Securitization Core
Trustee in Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
037
Whole Business Securitization
Consumer & Specialty ABS
Whole Business Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
038
Credit Card Master Trust
Consumer & Specialty ABS
Credit Card Master Trust is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
039
FFELP Student Loan ABS
Consumer & Specialty ABS
FFELP Student Loan ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
040
IC Test in ABS
Tranches, Waterfalls & Metrics
IC Test in ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
041
Insurance Premium Finance ABS
Consumer & Specialty ABS
Insurance Premium Finance ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
042
OC Test in ABS
Tranches, Waterfalls & Metrics
OC Test in ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
043
Private Student Loan ABS
Consumer & Specialty ABS
Private Student Loan ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
044
Small Business Loan ABS
Consumer & Specialty ABS
Small Business Loan ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
045
Weighted Average Loan Age
RMBS & Mortgage Credit
Weighted Average Loan Age is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
046
Amortization Period
ABS & Securitization Core
Amortization Period describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
047
Asset-Backed Security
ABS & Securitization Core
Asset-Backed Security is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
048
Capitalization Rate
CMBS & Commercial Real Estate
Capitalization Rate is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
049
Cash Reserve
ABS & Securitization Core
Cash Reserve is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
050
Collateral Pool
ABS & Securitization Core
Collateral Pool is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
051
Companion Tranche
Tranches, Waterfalls & Metrics
Companion Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
052
Controlled Amortization
ABS & Securitization Core
Controlled Amortization describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
053
Credit Enhancement
ABS & Securitization Core
Credit Enhancement is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
054
Equity Tranche
Tranches, Waterfalls & Metrics
Equity Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
055
Excess Collateral
ABS & Securitization Core
Excess Collateral is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
056
Expected Maturity
Tranches, Waterfalls & Metrics
Expected Maturity describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
057
Factoring Securitization
Consumer & Specialty ABS
Factoring Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
058
Franchise Securitization
Consumer & Specialty ABS
Franchise Securitization is a securitization concept describing the financing of a pool of assets or receivables through securities whose cash flows depend on collateral performance and transaction structure.
059
Interest Waterfall
ABS & Securitization Core
Interest Waterfall is the contractual sequence that determines how securitization cash flows are allocated among fees, interest, principal, reserves and different classes of investors.
060
Interest-Only Tranche
Tranches, Waterfalls & Metrics
Interest-Only Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
061
Liquidity Facility
ABS & Securitization Core
Liquidity Facility is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
062
Loan-to-Value Ratio
CMBS & Commercial Real Estate
Loan-to-Value Ratio is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
063
MBS Basis
RMBS & Mortgage Credit
MBS Basis is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
064
MBS Convexity
RMBS & Mortgage Credit
MBS Convexity is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
065
Mezzanine Tranche
Tranches, Waterfalls & Metrics
Mezzanine Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
066
Mortgage Delinquency
RMBS & Mortgage Credit
Mortgage Delinquency is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
067
Mortgage Pass-Through
RMBS & Mortgage Credit
Mortgage Pass-Through is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
068
Mortgage Pool
RMBS & Mortgage Credit
Mortgage Pool is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
069
Pass-Through Security
RMBS & Mortgage Credit
Pass-Through Security is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
070
Prepayment Lockout
CMBS & Commercial Real Estate
Prepayment Lockout is a structured-finance concept used to describe how borrower repayment behavior changes the timing, duration and valuation of mortgage or asset-backed cash flows.
071
Prepayment Risk
RMBS & Mortgage Credit
Prepayment Risk is a structured-finance concept used to describe how borrower repayment behavior changes the timing, duration and valuation of mortgage or asset-backed cash flows.
072
Prepayment Speed
RMBS & Mortgage Credit
Prepayment Speed is a structured-finance concept used to describe how borrower repayment behavior changes the timing, duration and valuation of mortgage or asset-backed cash flows.
073
Principal Waterfall
ABS & Securitization Core
Principal Waterfall is the contractual sequence that determines how securitization cash flows are allocated among fees, interest, principal, reserves and different classes of investors.
074
Principal-Only Tranche
Tranches, Waterfalls & Metrics
Principal-Only Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
075
Rapid Amortization
ABS & Securitization Core
Rapid Amortization describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
076
Reserve Account
ABS & Securitization Core
Reserve Account is a structural protection mechanism or metric designed to absorb losses, support timely payment or increase credit protection within a securitization.
077
Senior Tranche
Tranches, Waterfalls & Metrics
Senior Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
078
Servicing Strip
RMBS & Mortgage Credit
Servicing Strip is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
079
Special Servicing
CMBS & Commercial Real Estate
Special Servicing is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
080
Subordinate Tranche
Tranches, Waterfalls & Metrics
Subordinate Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
081
Support Tranche
Tranches, Waterfalls & Metrics
Support Tranche is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
082
Tranche Thickness
Tranches, Waterfalls & Metrics
Tranche Thickness is a securitization class defined by its place in the payment and loss-allocation structure, which determines priority, expected maturity and credit protection.
083
Turbo Amortization
ABS & Securitization Core
Turbo Amortization describes how principal is expected or required to return to investors over time within a securitization, including triggers that can alter that schedule.
084
Agency MBS TBA
RMBS & Mortgage Credit
Agency MBS TBA is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
085
Aircraft Lease ABS
Consumer & Specialty ABS
Aircraft Lease ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
086
Amortizing CRE Loan
CMBS & Commercial Real Estate
Amortizing CRE Loan is a commercial real-estate securitization concept used to assess property-backed cash flows, loan performance, servicing actions or tranche protection.
087
Appraisal Reduction Amount
CMBS & Commercial Real Estate
Appraisal Reduction Amount is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
088
Appraisal Reduction Mechanism
CMBS & Commercial Real Estate
Appraisal Reduction Mechanism is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
089
Auto Lease ABS
Consumer & Specialty ABS
Auto Lease ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
090
Auto Loan ABS
Consumer & Specialty ABS
Auto Loan ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
091
Average Life Sensitivity
Tranches, Waterfalls & Metrics
Average Life Sensitivity is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
092
CMBS Delinquency Rate
CMBS & Commercial Real Estate
CMBS Delinquency Rate is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
093
CMBS Extension Risk
CMBS & Commercial Real Estate
CMBS Extension Risk is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
094
CMBS Loss Severity
CMBS & Commercial Real Estate
CMBS Loss Severity is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
095
Cash Management Account
CMBS & Commercial Real Estate
Cash Management Account is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
096
Cell Tower ABS
Consumer & Specialty ABS
Cell Tower ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
097
Consumer Loan ABS
Consumer & Specialty ABS
Consumer Loan ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
098
Container Lease ABS
Consumer & Specialty ABS
Container Lease ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
099
Credit Card ABS
Consumer & Specialty ABS
Credit Card ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
100
Credit Card Receivables
Consumer & Specialty ABS
Credit Card Receivables is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
101
Cumulative Loss Trigger
Tranches, Waterfalls & Metrics
Cumulative Loss Trigger is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
102
Data Center ABS
Consumer & Specialty ABS
Data Center ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
103
Dealer Floorplan ABS
Consumer & Specialty ABS
Dealer Floorplan ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
104
Drop in MBS
RMBS & Mortgage Credit
Drop in MBS is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
105
Excess Spread Trap
ABS & Securitization Core
Excess Spread Trap is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
106
Excess Spread Trigger
Tranches, Waterfalls & Metrics
Excess Spread Trigger is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
107
Fleet Lease ABS
Consumer & Specialty ABS
Fleet Lease ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
108
Horizontal Risk Retention
CMBS & Commercial Real Estate
Horizontal Risk Retention is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
109
Large Loan CMBS
CMBS & Commercial Real Estate
Large Loan CMBS is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
110
Loan-Level Price Adjustment
RMBS & Mortgage Credit
Loan-Level Price Adjustment is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
111
Marketplace Lending ABS
Consumer & Specialty ABS
Marketplace Lending ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
112
Net Operating Income
CMBS & Commercial Real Estate
Net Operating Income is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
113
Prime Auto ABS
Consumer & Specialty ABS
Prime Auto ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
114
Priority of Payments
ABS & Securitization Core
Priority of Payments is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
115
Pro Rata Pay
ABS & Securitization Core
Pro Rata Pay is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
116
Pro Rata Tranching
Tranches, Waterfalls & Metrics
Pro Rata Tranching is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
117
Rental Car ABS
Consumer & Specialty ABS
Rental Car ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
118
Residential Solar ABS
Consumer & Specialty ABS
Residential Solar ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
119
Single Monthly Mortality
RMBS & Mortgage Credit
Single Monthly Mortality is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
120
Single-Asset Single-Borrower CMBS
CMBS & Commercial Real Estate
Single-Asset Single-Borrower CMBS is a mortgage-backed securities concept used to describe collateral performance, pass-through cash flows, servicing economics or the interest-rate behavior of mortgage assets.
121
Special Purpose Entity
ABS & Securitization Core
Special Purpose Entity is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
122
Special Purpose Vehicle
ABS & Securitization Core
Special Purpose Vehicle is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
123
Student Loan ABS
Consumer & Specialty ABS
Student Loan ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
124
Subprime Auto ABS
Consumer & Specialty ABS
Subprime Auto ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
125
Surety Bond Enhancement
ABS & Securitization Core
Surety Bond Enhancement is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
126
Unsecured Consumer ABS
Consumer & Specialty ABS
Unsecured Consumer ABS is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
127
Vertical Risk Retention
CMBS & Commercial Real Estate
Vertical Risk Retention is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
128
Weighted Average Coupon
RMBS & Mortgage Credit
Weighted Average Coupon is a structured-finance concept used to analyze collateral, cash-flow allocation, servicing, credit enhancement or the timing of payments in an asset-backed transaction.
No matching entry.