Model
Results
About
Standard
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Portfolio Assumptions
Interest type:
Floating
Fix
Interest Allocation:
Type
Allocation
WA Interest Rate
Floating (Euribor +):
%
%
Fixed:
0 %
%
WA Interest Rate:
ⓘ
%, over Market Reference Rate if applicable.
Currently only EURIBOR is available.
%
Interest payment frequency:
Monthly
Quarterly
Semiannual
Annual Default Rate:
%
Annual Prepayment Rate:
%
Recovery on Defaults:
ⓘ
Recovery rate of defaulted loans in the securitized pool
%
Annual Repayment Rate:
%
Months for Recovery:
ⓘ
Months required to realize the recovery amount of defaulted loans.
Transaction Details
Reinvestment Period:
ⓘ
Period while principal flows can be reivested.
Unit: Years
Non-Call Period:
ⓘ
Period while the deal can't be called. Has to be shorter than or equal to Reinvestment Period
Unit: Years
Clean-up Call:
ⓘ
Early redemption of securities after the securitized debt is amortized to a certain level.
Unit: %
%
Outstanding Portfolio:
Closing Date:
Default Scenarios:
ⓘ
Last scenario's default rate is used until the termination of the transaction.
Months
Default Rate (%)
+
Number of Tranches:
Select number of tranches
2
3
4
5
6
7
8
Calculate
0%
