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Structured Finance Modeling with Object-Oriented VBA by Evan Tick

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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 ...

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