A two-tranche liability position that consists of senior (A) and subordinated (B) securitized loans. In an A/B structured loan, the...

A collateralized mortgage obligation (CMO) that is structured as inverse floater tranches. The CMO will earn interest at rates that...

A piece or chunk of a large swap (one with a large notional amount) that is transacted with one swap...

It stands for structured interest only; an interest-only bond (tranche) that receives the excess interest (difference between the coupon rate...

An interest-only (IO) which the rate is fixed at a level lower than the actual interest payments on the underlying...

An interest-only (IO) which entitles its holder to receive a fixed coupon stripped off a collateral weighted average coupon (WAC)....

One of two components (strips or tranches) of a mortgage-backed security (MBS) or other types of mortgage structured products (e.g.,...

It stands for interest only; one of two components (strips or tranches) of a mortgage-backed security (MBS) or other types...

An interest-only (IO) which entitles its holder to receive a fixed coupon stripped off a collateral weighted average coupon (WAC)....

An interest-only (IO) which the rate is fixed at a level lower than the actual interest payments on the underlying...