A reverse repurchase (RP) agreement by which a mortgage firm sells federally guaranteed mortgage-backed securities (MBSs) to a securities dealer…
It stands for zero-volatility spread; the spread that would be realized over the whole risk-free spot rate curve if a…
A description of the credit quality of the classes or tranches of a commercial mortgage-backed security (CMBS), or any similar...
A description of the credit quality of the classes or tranches of a commercial mortgage-backed security (CMBS), or any similar...
The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as…
The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as…
A type of debt-based derivative instrument that provides a much safer investment than asset-backed or mortgaged-backed securities. This bond is…
A securitized product (a type of collateralized debt obligations – CDOs) that originates obligations collateralized or backed by a pool…
A reverse repurchase (repo) agreement by which a mortgage firm sells federally guaranteed mortgage-backed securities (MBSs) to a securities dealer…
A swap rate is the fixed rate that the fixed rate payer, in a swap agreement, makes to the floating-rate…
