RMBS_PRIME_A

Priya Raman · Quant & DX Champion P

RMBS_PRIME_A · Prime Jumbo RMBS Senior Tranche

Securitized · Rmbs

Catalogue

Overview

Prime Jumbo RMBS Senior Tranche — securitized instrument, base currency USD, tenor 10Y.

Specification

How this instrument is defined

Collateral
PRIME_JUMBO_MORTGAGES
Tranche
A1
Rating
AAA
Wac
5.9
Credit enhancement pct
15

Risk factors

The market variables that move this product

RMBS_SPREAD PREPAYMENT_SPEED HPI

At a glance

Code
RMBS_PRIME_A
Asset class
Securitized
Type
Rmbs
Base currency
USD
Tenor
10Y
Exotic
No
Status
Active
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