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.

.
Advance Rate


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Asset-Backed Commercial Paper
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.

. .

Amortization Period
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.

. .

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Bank for International Settlements
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Bullet Loan Base Rate

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C
Cash Collateral


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.

. Capped Floating-Rate Note

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.
.

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Commercial Mortgage-Backed )Collateralized Debt Obligation (CDO
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. )Collateralized Loan Obligation (CLO
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Combined LTV Ratio
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Credit Derivatives Conduit


.
. .

Credit Enchancement Controlled Amortization

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. .

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Credit Default Swap

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Credit-Linked Note
Current Delinquency Status

. .

CUSIP Number
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. "
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Credit Risk
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Debenture
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Cross-Collateralization

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.
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Delinquent Receivables )Debt Service Coverage Ratio (DSCR
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.
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.

. .

Defaulted Receivables
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Due Diligence
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Delinquency

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E
Equitable Transfer Early Amortization Event


.

.
.
Estate in Bankruptcy (1) :
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. Early Amortization Risk

Euro Interbank Offered Rate

)(EURIBOR
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. Enforceability Opinion
.
LIBOR
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Extension Risk Euroclear


.
. 1968
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External Credit Enchancement
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.


F .
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Fannie Mae
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" .

.
Fast Pay .

Expected Maturity

.

.
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. )"(FHLMC or "Freddie Mac
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Floating-Rate Notes .
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Ginnie Mae Foreclosure
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Government National Mortgage .
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London Interbank Offered Rate
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Listing Agent


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Low-Rise Condominium
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Mortgagor

.
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Novation
Negative Amortization Limit
.

LTV
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Obligor .

Net Receivables
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Offering Circular .

Notional Amount
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Origination
.
.
.
Originator
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Over-Collateralization .

. Original LTV Ratio

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100 ""

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Pfandbriefe
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Paying Agent
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. Payment History

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Payout Event

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Portfolio Manager Performing

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Premium
.

Primary Market
.

. Prepayment Rate

Primary Servicer

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.

Prepayment Risk


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. .

Profit Stripping Pricing

.

.

.
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200% PSA
%200 Protection Buyer


.
%200 .
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R
.

100% PSA
Rated Securities %100
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Reinvestment Risk
.

Residential Mortgage-Backed
)Securities (RMBS .
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.

)Resolution Trust Corp. (RTC
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SPE
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Reverse Mortgage Loan .

Reserve Account

.
.
.
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Rule 144A Revolving Period
144

.
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144 Risk-Asset Ratio

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. Risk-Weighting Bucket

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Second-Lien Mortgage Loan
.

. Seasoning

Secured Debt


. .

Secured Loan Secondary Market

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Securities and Exchange (

)Commission (SEC NYSE Amex
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Securitization

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)Special-Purpose Entity (SPE
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(
.
.
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Stated Maturity "
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Servicer
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Structured Investment Vehicle Static Pool
)(SIV
)(SIV
SPE .

CP Stress Testing
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Standard & Poor's



. .
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Structuring Bank

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.
/
.
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.
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/ )
Subrogation
(.
)
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.

Swap
/ .

.

. / /
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Swap Provider
Subordinated Debt
.
.
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T
.
Thrift

.
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.
.
Trigger Event
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/
/ /
. .

Trophy Asset Synthetic CDO

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True Sale Opinion
.

U




Underwriter

. .

. Trustee

.
.

. /.

W .
.ABS

Weighted-Average Cost of Funds .



. .
" ".
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. )Weighted-Average Coupon (WAC
WALS )(WAC
WAFF ""
.

)Weighted-Average Maturity (WAM
)(WAM .

Weighted-Average Foreclosure
)( )Frequency (WAFF
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Whole Business Securitization

.
/ WAFF
. WALS .
/
Weighted-Average Loss Severity
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 Simon Collingridge Perry Inglis

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.
.1221 Avenue of the Americas, New York, NY 10020 .55 Water Street, New York, NY 10041 : :
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.
.

: .
.
(1) 212-438-7280 :
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www.mcgraw-hill.com/privacy.html

) ] [( .
.
.
. .
.

. /
. .
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Neue Mainzer Strae 52-58, 60311 Frankfurt/Main, Germany :

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Palacio de Miraflores, Carrera de San Jernimo 15, 28014 Madrid, Spain :

(34) 91-389-6949 :( 34) 91-389-6969 :

Via Dei Bossi 4, 20121 Milan, Italy :

(39) 02 72 111 222 :( 39) 02 72 11 11 :

Business Center "Mokhovaya", 4/7 Vozdvizhenka St., Bldg. 2, :

7th Floor, Moscow, 125009, Russia
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(33) 1-4420-6651 :( 33) 1-4420-6650 :

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