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CMBS B-Piece

A description of the credit quality of the classes or tranches of a commercial mortgage-backed security (CMBS), or any similar...

“B” Piece

A description of the credit quality of the classes or tranches of a commercial mortgage-backed security (CMBS), or any similar...

MPTS

It stands for mortgage passthrough security; a security (a mortgage-backed security, MBS) that is created from pooling mortgages (mortgage loans,...

Catastrophe Bond

A high-yield, asset-based debt security that is issued by an insurance company with principal, interest, or both linked to the...

Mortgage Passthrough Security

A security (a mortgage-backed security, MBS) that is created from pooling mortgages (mortgage loans, as underlying) and sells shares or...

Interest Only Tranche

A tranche, in a securitized structure, that receives only the interest payments on the underlying collateral (e.g., MBS, MBO, etc.)...

IO Tranche

It stands for interest only tranche; a tranche, in a securitized structure, that receives only the interest payments on the...

Convertible-Rate FRN

A floating-rate note (FRN) that grants issuers and investors the right to convert from a floating rate of interest to…

Cash Flow CDO

A cash CDO in which the underlying collateral pool generates sufficient cash flows to pay the stated coupon and principal…

Collared Floater

A floater (floating-rate note) which has a minimum and a maximum interest rate, i.e., an embedded collar. This collar has…