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

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Appendix C
List of abbreviations
ABCPAsset-Backed Commercial Paper
ABSAsset-Backed Securitization
AFMEAssociation for Financial Markets in Europe
APIApplication Programming Interface
D,B&DDoubtful, Bad and Dormant account
CDOCollateralized Debt Obligation
CPRConstant Prepayment Rate
CDRCumulative Default Rate
CRACredit Rating Agency
CSVComma-Separated Values
DSCRDebt Service Coverage Ratio
DTCDepository Trust Corporation (U.S.)
ESTEastern Standard Time
FCForeclosure
FTPFile Transfer Protocol
GAAPGenerally Accepted Accounting Principles
GSEGovernment-Sponsored or Government-Supported Entity
HEHome Equity
HELOCHome Equity Line Of Credit
ICRInterest Coverage Ratio
IOSCOInternational Organization of Securities COmmissions
IRP (and E-IRP)Investor Reporting Package and European Investor Reporting Package, respectively
ISDAInternational Swaps and Derivatives Association
LIBORLondon InterBank Offered Rate
LLPLimited Liability Partnership
OCOffering Circular
RATCRating Action Tool Code on Bloomberg
REOReal Estate Owned
ReposRepresentations and warranties
RMBSResidential Mortgage-Backed Securitization
RWRisk Weight
SECU.S. Securities and Exchange Commission
SFStructured Finance
SIVStructured Investment Vehicle
SME CDOSmall-to-Medium Enterprise Collateralized Debt Obligation
SPVSpecial Purpose Vehicle
STPStraight Through Processing
TRUPSTRUst Preferred Security
XBRLeXtensible Business Reporting Language
WACWeighted Average Coupon
WALWeighted Average Life
WARFWeighted Average Rating Factor
WALSWeighted Average Loss Severity
WAPI ...

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