Tag: securitization
Concepts
- Agency vs Non-Agency Mortgage Securities
- Asset-Backed Securities
- Auto Loan ABS and Loss Timing Curves
- Bankruptcy Remoteness and Consolidation Risk
- CDOs, Tranching and Attachment Points
- CLO Coverage Tests: OC and IC
- CLO Equity Arbitrage and Cash Flow Modelling
- CLO Reinvestment Periods and Manager Discretion
- CMBS Defeasance and Prepayment Lockouts
- CMBS Structure and Special Servicing
- Collateralized Loan Obligations
- CMBS and Conduit Deals
- Credit Card ABS and Master Trusts
- Credit Enhancement, Subordination and Overcollateralization
- Equipment and Aircraft ABS
- Excess Spread and the Reserve Account
- Inverse IOs and Leveraged CMO Tranches
- Mortgage-Backed Securities
- Performance Triggers and Early Amortization Events
- Rating Agency Criteria for Structured Finance
- Risk Retention and Skin-in-the-Game Rules
- Securitization, Derecognition and Hidden Leverage
- Sequential vs Pro-Rata Principal Payment
- Servicing Advances and Servicer Quality
- SIVs and the 2007 Conduit Run
- Specified Pools and Pay-Ups
- Student Loan ABS and Government Guarantees
- Subprime Underwriting and Layered Risk
- The Primary-Secondary Mortgage Spread
- The Securitization Waterfall and Payment Priority
- The Servicer and Master Servicer Role
- The Special Purpose Vehicle and True Sale
- The Trustee and Securitization Documents
- Tranche Thickness and Loss Allocation
- What Securitization Does and Why It Exists
- Whole Business and Esoteric ABS