CDR
Posted on: 14 December 2018
See Constant (Conditional) Default Rate.
Read more »SHOP
CBO
Posted on: 14 December 2018
By Ken Kapner
See Collateralized Bond Obligation.
Read more »CAR
Posted on: 14 December 2018
By Ken Kapner
See Capital Adequacy Ratio.
Read more »CAPM
Posted on: 14 December 2018
By Ken Kapner
See Capital Asset Pricing Model.
Read more »Capital Adequacy Ratio (CAR)
Posted on: 14 December 2018
By Ken Kapner
See capital ratio.
Read more »BTFR
Posted on: 14 December 2018
By Ken Kapner
See Broad Treasury Financing Rate.
Read more »BEY
Posted on: 14 December 2018
By Ken Kapner
See Bond Equivalent Yield.
Read more »BBA
Posted on: 14 December 2018
By Ken Kapner
See British Bankers’ Association.
Read more »APT
Posted on: 14 December 2018
By Ken Kapner
See Arbitrage Pricing Theory.
Read more »ALM
Posted on: 14 December 2018
By Ken Kapner
See Asset/Liability Management.
Read more »Standard Default Assumption (SDA)
Posted on: 14 December 2018
By Ken Kapner
Similar to PSA the SDA measurement for defaults on mortgage loans is dependent on the age of the mortgage. Historically, default rates tend to be low early on in a pool of mortgages, gradually ramping up before peaking two to five years after origination. The SDA curve captures this default…
Read more »Single Monthly Mortality (SMM)
Posted on: 14 December 2018
By Ken Kapner
A prepayment measure which reflects the percentage of the outstanding mortgage loan that prepays in one month.
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