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TTLM

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

Tranche Thickness Loss Multiple

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

Tranche Thickness

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