List of Acronyms
ABCDS | Asset-Backed Credit Default Swap |
ABS | Asset-Backed Security |
ABX | Asset-Backed indeX |
ADB | Amortized Defaulted Balance |
AFC | Available Funds Cap |
ARM | Adjustable-Rate Mortgage |
API | Application Program Interface |
BET | Binomial Expansion Technique |
BEY | Bond Equivalent Yield |
BRCFA | Basis Risk Carry-Forward Amount |
CADR | Constant Annual Default Rate |
CDI | CMO Description Information |
CDO | Collateralized Debt Obligation |
CDR | Constant Default Rate |
CDS | Credit Default Swap |
CLTV | Combined Loan-To-Value (ratio) |
CMBS | Commercial Mortgage-Backed Security |
CMO | Collateralized Mortgage Obligation |
CMT | Constant Maturity Treasury |
CPR | Constant Prepayment Rate |
DLL | Dynamically Linked Library |
ERFA | Excess Reserve Fund Account |
FICO | Fair Isaac Company |
FRM | Fixed-Rate Mortgage |
GUI | Graphical User Interface |
HEL | Home-Equity Loan |
IC | Interest Coverage (test) |
IO | Interest Only (bond) |
IRR | Internal Rate of Return |
LC | Loss Coverage |
LGD | Loss Given Default |
LIBOR | London Inter-Bank Offered Rate |
LTV | Loan-To-Value (Ratio) |
MBS | Mortgage-Backed Security |
MPR | Monthly Payment Rate (credit cards) |
MPS | Mathematical Programming System |
NAS | Non-Accelerating Senior (bonds) |
NIM | Net Interest Margin |
O/C | Over-collateralization (Test) |
OTE | Owner’s Trust Equity |
PAC | Planned Amortization Class (bond) |
PIK | Pay In Kind (bond) |
PMF | Probability Mass Function |
PO | Principal Only (bond) |
PPR | Principal Payment Rate (credit cards) |
PSA | Public Securities Association–Bond ... |