Securitization and Structured Finance Post Credit Crunch: A Best Practice Deal Lifecycle Guide

Appendix C

List of abbreviations

ABCP	Asset-Backed Commercial Paper
ABS	Asset-Backed Securitization
AFME	Association for Financial Markets in Europe
API	Application Programming Interface
D,B&D	Doubtful, Bad and Dormant account
CDO	Collateralized Debt Obligation
CPR	Constant Prepayment Rate
CDR	Cumulative Default Rate
CRA	Credit Rating Agency
CSV	Comma-Separated Values
DSCR	Debt Service Coverage Ratio
DTC	Depository Trust Corporation (U.S.)
EST	Eastern Standard Time
FC	Foreclosure
FTP	File Transfer Protocol
GAAP	Generally Accepted Accounting Principles
GSE	Government-Sponsored or Government-Supported Entity
HE	Home Equity
HELOC	Home Equity Line Of Credit
ICR	Interest Coverage Ratio
IOSCO	International Organization of Securities COmmissions
IRP (and E-IRP)	Investor Reporting Package and European Investor Reporting Package, respectively
ISDA	International Swaps and Derivatives Association
LIBOR	London InterBank Offered Rate
LLP	Limited Liability Partnership
OC	Offering Circular
RATC	Rating Action Tool Code on Bloomberg
REO	Real Estate Owned
Repos	Representations and warranties
RMBS	Residential Mortgage-Backed Securitization
RW	Risk Weight
SEC	U.S. Securities and Exchange Commission
SF	Structured Finance
SIV	Structured Investment Vehicle
SME CDO	Small-to-Medium Enterprise Collateralized Debt Obligation
SPV	Special Purpose Vehicle
STP	Straight Through Processing
TRUPS	TRUst Preferred Security
XBRL	eXtensible Business Reporting Language
WAC	Weighted Average Coupon
WAL	Weighted Average Life
WARF	Weighted Average Rating Factor
WALS	Weighted Average Loss Severity
WAPI ...