RMBS_PRIME_A · Prime Jumbo RMBS Senior Tranche
Securitized · Rmbs
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
Trades referencing this product
No trades have been booked against this product yet.