Category:Securitisation
From Open Risk Manual
Articles covering the securitisation of (primarily) credit risk
Category | Description |
---|---|
Counterparties | Articles describing the various counterparties (agents, entities) involved in a securitisation transaction |
Contracts | Articles describing the various contracts that are explicitly embedded (are part of) the securitisation transaction |
Assets | Articles covering how the various possible asset classes are captured and treated in a securitisation and the different possible
states of each asset from the perspective of the transaction |
Liabilities | Articles covering the structural aspects characterising the various possible liabilities of a securitisation, including concepts of subordination,
fees and amortisation |
Timeline | Articles laying out the temporal profile (defined periods, key dates etc) that characterise the temporal development of the securitisation transaction |
Events and Triggers | Articles describing the defined triggers (criteria) that change the state of the securitisation (affecting cashflows, amortisation etc.) |
Accounts | Articles defining the accounts (ledgers) that typically facilitate the processing of cashflows in a securitisation |
Asset Cash Flows | Articles describing both scheduled (contractually agreed) and actual realised asset cash flows relevant for the securitisation |
Liability Cash Flows | Articles describing both scheduled (contractually agreed) and actual realised liability cash flows relevant for the securitisation |
Subcategories
This category has the following 20 subcategories, out of 20 total.
A
- Asset Backed Securities (30 P)
- Asset Backed SPVs (4 P)
E
M
- Mortgage Backed Securities (59 P)
P
- Pool Backed Securities (13 P)
S
- Securitisation Accounts (5 P)
- Securitisation Assets (10 P)
- Securitisation Counterparties (12 P)
- Securitisation Liabilities (11 P)
- Securitisation Timeline (15 P)
Pages in category "Securitisation"
The following 8 pages are in this category, out of 8 total.