An alternative term for attachment point; the lower tranche boundary that specifies, in addition to the upper tranche boundary (detachment...

It stands for asset backed security; a security that is created by means of a process called "securitization"- the creation...

It stands for tranche thickness loss multiple; in relation to a tranche and tranche thickness, it is the loss coverage...

In relation to a tranche and tranche thickness, it is the loss coverage multiple defined by dividing the tranche thickness...

A measure of how much of losses a tranche can absorb as part of the overall securitized structure. It is...

A tranche that has a big width. In other words, the the difference between its exhaustion percentage (detachment point) and...

A tranche that has a small width. In other words, the the difference between its exhaustion percentage (detachment point) and...

The difference between the exhaustion percentage (detachment point) and the attachment percentage (attachment point). It represents the percentage of capital...

The lower tranche boundary that specifies, in addition to the upper tranche boundary (detachment point), a collateralized debt obligation tranche...

A leveraged super senior tranche (LSS tranche) (a synthetic collateralized tranche) that is associated with a loss trigger. More specifically,...