Asset Securitisation Type

Domain ID

CL_SHS_ASSET_SECURITISATION_TYP

Definition

Variables defined on the domain

Members

Member ID Name Definition
1000 Securitisation Securitisation is the issuance of debt securities for which coupon or principal payments are backed by specified assets or by future income streams.
1100 Asset-backed security (ABS) A bond, created through securitisation, whose coupon payments and principal repayments are dependent on a pool of assets, either purchased in the secondary market or from the balance sheet of an original asset owner; excluding mortgages. Detailed asset ty
1101 Auto loans ABS
1102 Consumer loans ABS
1103 Credit card receivables ABS
1104 Equipment leases ABS
1105 Home equity loans ABS
1106 Manufactured housing leases ABS
1107 Small and medium-sized enterprises (SME) loans ABS
1108 Student loans ABS
1109 Whole Business Securitisation (WBS) ABS
1110 Mixed ABS An ABS that is a mix of different ABS types, e.g. combination of auto and consumer loans.
1198 Other Assets ABS An ABS that is of a type not listed separately.
1199 ABS - No detailed classification available To be reported, in case it is known that the security is a ABS, but the type is unknown.
1200 Mortgage-backed security (MBS) A bond, created through securitisation, whose coupon payments and principal repayments are dependent on a pool of mortgages, either purchased in the secondary market or from the balance sheet of an original asset owner. Detailed asset type breakdown of MB
1201 Residential mortgage-backed security (RMBS)
1202 Commercial mortgage-backed security (CMBS)
1203 Mixed MBS An MBS that is a mix of different MBS types, e.g. combination of RMBS and CMBS.
1298 Other MBS An MBS that is of a type not listed separately.
1299 MBS - No detailed classification available To be reported, in case it is known that the security is a MBS, but the type is unknown.
1300 Collateralised Debt Obligation (CDO) A bond, created through securitisation, whose coupon payments and principal repayments are dependent on a diversified pool of loan and bond instruments, either purchased in the secondary market or from the balance sheet of an original asset owner; excludi
1400 Collateralised Mortgage Obligation (CMO) A bond, created through securitisation, whose coupon payments and principal repayments are dependent on a diversified pool of loan and bond instruments of mortgages, either purchased in the secondary market or from the balance sheet of an original asset o
1500 Mixed securitisation A securitisation that is a mix of different securitisation types, e.g. combination of auto loans and mortgages.
1800 Other securitisation A securitisation that is of a type not listed separately.
1900 Securitisation - No detailed classification available To be reported, in case it is known that the security is a securitisation, but the type is unknown.
2000 Covered Bond Covered bonds are debt securities issued by a financial corporation, or fully guaranteed by a financial corporation. In case of default of the issuing or guarantor financial corporation, bond holders have a priority claim on the cover pool, in addition to
2100 Public sector Covered bond
2200 Mortgage Covered bond
2300 Ship Covered bond
2400 Aircraft Covered bond
2500 Mixed Covered bond A covered bond that is a mix of different covered bond types.
2800 Other Covered bond A covered bond that is of a type not listed separately.
2900 Covered Bond - No detailed classification available To be reported, in case it is known that the security is a covered bond, but the type is unknown.
9999 Securitisation and Covered Bond - No detailed classification available To be reported, in case it is known that the security is a securitistion or covered bond, but the type is not known.

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