Index
A
ABCP crash. See Asset-backed commercial paper (ABCP) crash
ABN AMRO Bank
Absolute Prepayment Speed (APS)
Account bank
Accounting movements, Red Sea Securitization project and
Accounting process on closing
Agency Agreements
ALCO. See Asset and Liability Committee (ALCO)
ALM. See Asset-liability management (ALM)
Amortization structures
APS. See Absolute Prepayment Speed (APS)
Arranger, selecting
Asset analysis, securitization transactions and
Asset and Liability Committee (ALCO)
Asset-backed commercial paper (ABCP) crash
Asset-backed market
Asset-backed securities (ABS). See also Red Sea Securitization project
issuance in 2007
issues in typical deal
liquidity of secondary market in
notes, benefits from investing in
performance metrics and test measures
portfolios of
rated, investment language for
U. S. sector breakdown, 2009
Asset-liability management (ALM)
Asset(s):
class
funding
issuance in 2008 and 2009
obtaining
reinvestment
transferability of
yield
Asset Sale Agreement
Assumptions section, in legal opinions
Auditor, securitization transactions and
AUP (agreed-upon procedures)
Auto loans
B
Background section, in legal opinions
Balance sheet capital management
Bank for International Settlements (BIS) capital rules
Bank of England (BoE)
Banks, use of securitization in
Basel II rules
Basel rules. See Bank for International Settlements (BIS) capital rules
BBB-rated bond
BIS. See Bank for International Settlements (BIS) capital rules
BoE. See Bank of England (BoE)
Bonds securitizing ...
