![](\"logo32.jpg\")
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\r\nFill in form to request log in credentials and additional information
\r\n\r\n CRT Hub provides cashflows and analytics on Credit Risk Transfer structured transactions including Bonds (STACR/CAS);\r\n Reinsurance Products (ACIS/CIRT) and Mortgage Insurance (MI-ILN).\r\n CRT Hub allows users to evaluate their CRT positions using static CPR/CDR; proprietary vectors and scenarios;\r\n or through integration with third party predictive modeling.\r\n
\r\n\r\n To receive a complimentary [30 day] trial of CRT Hub's Deal Analysis and Bond Analysis features for STACR and CAS securitizations,\r\n please provide the requested information. To get more information about CRT Hub, access to advanced features or to schedule a tour of the site,\r\n please contact us at info@chasenenterprises.com\r\n \r\n
\r\n\r\n - The CRT Hub Team\r\n
\r\n| Deal # | \r\nDeal Name | \r\nIssue Date | \r\nMaturity Date | \r\nOriginal Balance | \r\nCurrent Balance | \r\nDeal Factor | \r\nFactor Date | \r\n \r\n \r\n|
|---|---|---|---|---|---|---|---|---|
| {{index + 1}} | \r\n\r\n {{deal.DealName}}\r\n \r\n \r\n | \r\n {{deal.IssueDate}} | \r\n{{deal.MaturityDate}} | \r\n{{deal.OriginalBalance}} | \r\n{{deal.CurrentBalance}} | \r\n{{deal.DealFactor}} | \r\n{{deal.FactorDate}} | \r\n\r\n |
\r\n
Bond: {{bondName}}
| Original Balance | \r\n{{originalBalance}} | \r\n|
|---|---|---|
| Current Balance | \r\n{{currentBalance}} | \r\n|
| Deal Factor | \r\n{{dealFactor}} | \r\n|
| WAC | \r\n{{WAC}} | \r\n|
| WAM | \r\n{{WAM}} | \r\n|
| WALA | \r\n{{WALA}} | \r\n|
| Historical Losses | \r\nProjected Losses | \r\n{{projectedLosses}} | \r\n
| Original Balance | \r\n{{originalBalance}} | \r\n
|---|---|
| Current Balance | \r\n{{currentBalance}} | \r\n
| Factor | \r\n{{factor}} | \r\n
| Coupon | \r\n{{coupon}} | \r\n
| Bond Type | \r\n{{bondType}} | \r\n
| Floater Formula | \r\n{{floaterFormula}} | \r\n
| CUSIP | \r\n{{cusip}} | \r\n
| Original Credit Enhancement | \r\n{{originalEnhance}} | \r\n
| Original Thickness | \r\n{{originalThickness}} | \r\n
| Current Credit Enhancement | \r\n{{currentEnhance}} | \r\n
| Current Thickness | \r\n{{currentThickness}} | \r\n
| Issue Date | \r\n{{issueDate}} | \r\n
|---|---|
| Factor Date | \r\n{{factorDate}} | \r\n
| 1st Projected Date | \r\n{{firstProjectedDate}} | \r\n
| Maturity Date | \r\n{{maturityDate}} | \r\n
| {{dealName.startsWith('ACIS') ? 'Early' : 'Cleanup'}} Call Date | \r\n{{earlyRedemptionDate}} | \r\n
| Cleanup Call Percentage | \r\n{{earlyRedemptionPct}} | \r\n
| Period | \r\n{{index + 1}} | \r\n
|---|---|
| {{this.vectorType}} | \r\n{{value}} | \r\n
| \r\n {{ caption }}\r\n | \r\n
|---|
| \r\n {{ formatColName(name) }}\r\n | \r\n
| \r\n | \r\n ||||
|---|---|---|---|---|
| Vendor | \r\n\r\n | \r\n |||
| Deal Name | \r\n\r\n | \r\n |||
| Shared | \r\n\r\n | \r\n |||
| Period | \r\nCPR (%) | \r\nCDR (%) | \r\nSev (%) | \r\nDlq (%) | \r\n
| \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n
\r\n
No scenarios found
\r\nNo scenarios found
\r\nNo scenarios found
\r\n| \r\n Scenario\r\n ⇑\r\n ⇓\r\n | \r\n\r\n Deal\r\n ⇑\r\n ⇓\r\n | \r\n\r\n Vendor\r\n ⇑\r\n ⇓\r\n | \r\n\r\n Modified Date\r\n ⇑\r\n ⇓\r\n | \r\n\r\n |
|---|---|---|---|---|
| \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n\r\n | \r\n\r\n | \r\n {{ s.ScenarioName || '---' }} | \r\n{{ s.DealName || '---' }} | \r\n{{ s.Vendor || '---' }} | \r\n{{ s.LastModified ? new Date(s.LastModified).toLocaleDateString() : '---' }} | \r\n \r\n
Run time: {{ this.runTime }}
\r\n| Deal Name: | \r\n\r\n \r\n {{ this.dealName }} \r\n \r\n \r\n | \r\n
|---|---|
| Bond Name: | \r\n\r\n \r\n | \r\n
| Remittance Month: | \r\n\r\n \r\n | \r\n
| Bond Name | \r\nCUSIP | \r\nOriginal Balance | \r\nCurrent Balance | \r\nFactor | \r\nCoupon | \r\nFloater Formula | \r\nBond Type | \r\nCollateral Groups | \r\n Original Enhancement | \r\n Original Thickness | \r\n Current Enhancement | \r\n Current Thickness | \r\n WAL | \r\nPrincipal Window | \r\n Write Down | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| \r\n | \r\n {{bonds[bondName].Cusip}} | \r\n{{bonds[bondName].OriginalBalance}} | \r\n{{bonds[bondName].CurrentBalance}} | \r\n{{bonds[bondName].Factor}} | \r\n{{bonds[bondName].Coupon}} | \r\n{{bonds[bondName].FloaterFormula}} | \r\n{{bonds[bondName].BondType}} | \r\n{{bonds[bondName].CollateralGroups.join(',')}} | \r\n{{bonds[bondName].OriginalEnhance}} | \r\n{{bonds[bondName].OriginalThickness}} | \r\n{{bonds[bondName].CurrentEnhance}} | \r\n{{bonds[bondName].CurrentThickness}} | \r\n{{bonds[bondName].Wal}} | \r\n{{bonds[bondName].PrincipalWindow}} | \r\n{{bonds[bondName].WritedownPct}} | \r\n
| Date | \r\nCurrent Balance | \r\nFactor | \r\nCpr 1 Month | \r\nCurrent Loss Pct | \r\nCumulated Loss Pct | \r\nDelinquency30 Pct | \r\nDelinquency60 Pct | \r\nDelinquency90Plus Pct | \r\nModified Balance Pct | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|
| {{row.Date}} | \r\n{{row.CurrentBalance}} | \r\n{{row.Factor}} | \r\n{{row.Cpr1Mo}} | \r\n{{row.CurrentLossPct}} | \r\n{{row.CumulatedLossPct}} | \r\n{{row.Delinquency30Pct}} | \r\n{{row.Delinquency60Pct}} | \r\n{{row.Delinquency90PlusPct}} | \r\n{{row.ModifiedBalancePct}} | \r\n
| Period | \r\nPayment Date | \r\nBalance | \r\nInterest | \r\nPrincipal | \r\nRate | \r\nCash | \r\nWritedown | \r\nCPR Rate | \r\nCDR Rate | \r\nLoss Severity Rate | \r\nDelinquency Rate | \r\n \r\n \r\n{{h}} | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| {{row.Period}} | \r\n{{row.PaymentDate}} | \r\n{{row.Balance}} | \r\n{{skipFirstRow(row.Period, row.Interest)}} | \r\n{{skipFirstRow(row.Period, row.Principal)}} | \r\n{{skipFirstRow(row.Period, row.Rate)}} | \r\n{{skipFirstRow(row.Period, row.Cash)}} | \r\n{{row.ActualWriteDown}} | \r\n{{skipFirstRow(row.Period, row.CprRate)}} | \r\n{{skipFirstRow(row.Period, row.CdrRate)}} | \r\n{{skipFirstRow(row.Period, row.LossSeverityRate)}} | \r\n{{skipFirstRow(row.Period, row.DelinquencyRate)}} | \r\n \r\n \r\n{{cell}} | \r\n \r\n \r\n
| Original Balance | \r\nCurrent Balance | \r\nDeal Factor | \r\nWAC | \r\nWAM | \r\nWALA | \r\nProjected Losses | \r\n \r\n \r\n
|---|---|---|---|---|---|---|
| {{collateralInfo.OriginalBalance}} | \r\n{{collateralInfo.CurrentBalance}} | \r\n{{collateralInfo.DealFactor}} | \r\n{{collateralInfo.WAC}} | \r\n{{collateralInfo.WAM}} | \r\n{{collateralInfo.WALA}} | \r\n{{collateralInfo.ProjectedLosses}} | \r\n
| Period | \r\nPayment Date | \r\n Balance | \r\nScheduled Principal | \r\n Prepaid Principal | \r\n Defaults | \r\nLosses | \r\nCumulative Losses | \r\n \r\n CPR Rate | \r\n CDR Rate | \r\n Loss Severity Rate | \r\n Delinquency Rate | \r\n \r\n \r\n {{h}} | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| {{row.Period}} | \r\n{{row.PaymentDate}} | \r\n{{row.Balance}} | \r\n{{skipFirstRow(row.Period, row.ScheduledPrincipal)}} | \r\n{{skipFirstRow(row.Period, row.PrepaidPrincipal)}} | \r\n{{skipFirstRow(row.Period, row.Defaults)}} | \r\n{{skipFirstRow(row.Period, row.Losses)}} | \r\n{{row.CumulativeLosses}} | \r\n \r\n{{skipFirstRow(row.Period, row.CprRate)}} | \r\n{{skipFirstRow(row.Period, row.CdrRate)}} | \r\n{{skipFirstRow(row.Period, row.LossSeverityRate)}} | \r\n{{skipFirstRow(row.Period, row.DelinquencyRate)}} | \r\n \r\n \r\n{{cell}} | \r\n \r\n \r\n
| Original Balance | \r\nCurrent Balance | \r\nFactor | \r\nCoupon | \r\nFloater Formula | \r\nOriginal Enhance | \r\nOriginal Thickness | \r\nCurrent Enhance | \r\nCurrent Thickness | \r\nWAL | \r\nPrincipal window | \r\nWrite Down | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|---|---|
| {{bondsInfo[bond.BondName].OriginalBalance}} | \r\n{{bondsInfo[bond.BondName].CurrentBalance}} | \r\n{{bondsInfo[bond.BondName].Factor}} | \r\n{{bondsInfo[bond.BondName].Coupon}} | \r\n{{bondsInfo[bond.BondName].FloaterFormula}} | \r\n{{bondsInfo[bond.BondName].OriginalEnhance}} | \r\n{{bondsInfo[bond.BondName].OriginalThickness}} | \r\n{{bondsInfo[bond.BondName].CurrentEnhance}} | \r\n{{bondsInfo[bond.BondName].CurrentThickness}} | \r\n{{bondsInfo[bond.BondName].Wal}} | \r\n{{bondsInfo[bond.BondName].PrincipalWindow}} | \r\n{{bondsInfo[bond.BondName].WritedownPct}} | \r\n
| Start Period | \r\n \r\nReassess | \r\nBalance Multiplier | \r\nDelinquent Multiplier | \r\nDetachment | \r\n\r\n | \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n | \r\n \r\n
|---|
| {{ mDealStacrLiability.vocDbToLabel(\"BondName\") }} | \r\n{{ mDealStacrLiability.vocDbToLabel(\"Detachment\") }} | \r\n{{ mDealStacrLiability.vocDbToLabel(\"Thickness\") }} | \r\n{{ mDealStacrLiability.vocDbToLabel(\"Balance\") }} | \r\n{{ mDealStacrLiability.vocDbToLabel(\"Coupon\") }} | \r\n{{ mDealStacrLiability.vocDbToLabel(\"Spread\") }} | \r\n
|---|---|---|---|---|---|
| \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n
| {{ mDealAcisLiability.vocDbToLabel(\"BondName\") }} | \r\n{{ mDealAcisLiability.vocDbToLabel(\"OfferedPct\") }} | \r\n{{ mDealAcisLiability.vocDbToLabel(\"Balance\") }} | \r\n{{ mDealAcisLiability.vocDbToLabel(\"Premium\") }} | \r\n{{ mDealAcisLiability.vocDbToLabel(\"CallMultiplier\") }} | \r\n
|---|---|---|---|---|
| \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n
| Deal # | \r\nDeal Name | \r\nLast Updated | \r\n
| {{ index + 1 }} | \r\n{{ deal.dealName }} | \r\n{{ deal.lastModified }} | \r\n
| \r\n | \r\n
| \r\n | \r\n
| \r\n | \r\n
| \r\n | \r\n
| \r\n | \r\n
| \r\n | \r\n
| {{type}} | \r\n{{result}} | \r\n
|---|---|
| WAL | \r\n{{wal}} | \r\n
| {{windowLabel}} | \r\n{{principalWindow}} | \r\n
| Write Down | \r\n{{writedownPct}} | \r\n
| First Loss Period | \r\n{{firstLossPeriod}} | \r\n
| CDRCPR | \r\n\r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|
| \r\n | \r\n {{matrix[0][index-1]}} | \r\n{{matrix[1][index-1]}} | \r\n{{matrix[2][index-1]}} | \r\n{{matrix[3][index-1]}} | \r\n{{matrix[4][index-1]}} | \r\n{{matrix[5][index-1]}} | \r\n{{matrix[6][index-1]}} | \r\n{{matrix[7][index-1]}} | \r\n
| Price ($) | \r\n\r\n | \r\n
|---|---|
| Yield (%) | \r\n\r\n | \r\n
| Spread (bp) | \r\n\r\n | \r\n
| Benchmark Rate (%) | \r\n\r\n | \r\n
Run time: {{this.runTime}}ms
\r\n| Date | \r\nStarting Balance | \r\nPrincipal | \r\nWriteDown | \r\nCurrent Balance | \r\nFactor | \r\nInterest | \r\nCouupon | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|
| {{row.Date}} | \r\n{{row.StartingBalance}} | \r\n{{row.Principal}} | \r\n{{row.WriteDown}} | \r\n{{row.CurrentBalance}} | \r\n{{row.Factor}} | \r\n{{row.Interest}} | \r\n{{row.Coupon}} | \r\n
| Rate on Line | \r\n{{lineMetrics.rateOnLine}} | \r\n
|---|---|
| Loss on Line | \r\n{{lineMetrics.lossOnLine}} | \r\n
| Margin on Line | \r\n{{lineMetrics.returnOnLine}} | \r\n
| Initial Limit ($) | \r\n\r\n | \r\n
|---|---|
| Collateral (%) | \r\n\r\n | \r\n
| Interest Rate (%) | \r\n\r\n | \r\n
| Totals | \r\n\r\n | \r\n | {{ totals.ReductionInLiability }} | \r\n{{ totals.InsurerPaidLosses }} | \r\n{{ totals.InsurancePremium }} | \r\n\r\n | {{ totals.CollateralAccountChange }} | \r\n\r\n | {{ totals.NetInsuranceCashflow }} | \r\n\r\n | {{ totals.CollateralLosses }} | \r\n\r\n | \r\n | \r\n | \r\n \r\n \r\n | {{edf}} | \r\n \r\n \r\n
| Period {{ isReinsurancePortfolio }} | \r\nPayment Date | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Outstanding Limit' : 'Remaining Liability' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Reduction In Limit' : 'Reduction In Liability' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Limit Losses' : 'Insurer Paid Losses' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Premium' : 'Insurance Premium' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Required Collateral' : 'Collateral Trust Account' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Collateral Change' : 'Collateral Account Change' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Collateral Interest' : 'Interest' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Re-Insurance Cashflow' : 'Net Insurance Cashflow' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Ref Pool Balance' : 'Collateral Balance' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Ref Pool Losses' : 'Collateral Losses' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'CPR' : 'CPR Rate' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'CDR' : 'CDR Rate' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Severity' : 'Loss Severity Rate' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Delinquency' : 'Delinquency Rate' }} | \r\n \r\n \r\n{{h}} | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| {{ row.Period }} | \r\n{{ row.PaymentDate }} | \r\n{{ row.RemainingLiability }} | \r\n{{ skipFirstRow(row.Period, row.ReductionInLiability) }} | \r\n{{ row.InsurerPaidLosses }} | \r\n{{ skipFirstRow(row.Period, row.InsurancePremium) }} | \r\n{{ row.CollateralTrustAccount }} | \r\n{{ row.CollateralAccountChange }} | \r\n{{ skipFirstRow(row.Period, row.CollateralAccountInterest) }} | \r\n{{ row.NetInsuranceCashflow }} | \r\n{{ row.CollateralBalance }} | \r\n{{ row.CollateralLosses }} | \r\n{{ skipFirstRow(row.Period, row.CprRate) }} | \r\n{{ skipFirstRow(row.Period, row.CdrRate) }} | \r\n{{ skipFirstRow(row.Period, row.LossSeverityRate) }} | \r\n{{ skipFirstRow(row.Period, row.DelinquencyRate) }} | \r\n \r\n \r\n{{cell}} | \r\n \r\n \r\n
| STACR Deal Name | \r\nSTACR Bond Name | \r\nACIS Bond Name | \r\nOriginal Balance | \r\nCurrent Balance | \r\nFactor | \r\nPremium | \r\nInitial Limit ($) | \r\nCollateral (%) | \r\n
|---|---|---|---|---|---|---|---|---|
| {{ structure.StacrDealName }} | \r\n{{ bond.StacrBondName }} | \r\n{{ bond.AcisBondName }} | \r\n{{ bond.OriginalBalance }} | \r\n{{ bond.CurrentBalance }} | \r\n{{ bond.Factor }} | \r\n{{ bond.Premium }} | \r\n\r\n | \r\n \r\n | \r\n
| Issue Date | \r\n{{issueDate}} | \r\n
|---|---|
| Optional Cancellation Date | \r\n{{optionalCancellationDate}} | \r\n
| Maturity Date | \r\n{{maturityDate}} | \r\n
| Deal Name: | \r\n\r\n \r\n {{ this.dealName }} \r\n \r\n | \r\n
|---|---|
| Activity Month: | \r\n\r\n \r\n | \r\n
| Initial Limit ($) | \r\n\r\n | \r\n
|---|---|
| Collateral (%) | \r\n\r\n | \r\n
| Interest Rate (%) | \r\n\r\n | \r\n
| \r\n {{ v }}\r\n | \r\n \r\n
|---|
| \r\n {{ v }}\r\n | \r\n \r\n
| Totals | \r\n\r\n | \r\n | {{ totals.ReductionInLiability }} | \r\n{{ totals.InsurerPaidLosses }} | \r\n{{ totals.InsurancePremium }} | \r\n\r\n | \r\n | \r\n | {{ totals.NetInsuranceCashflow }} | \r\n\r\n | {{ totals.CollateralLosses }} | \r\n\r\n | \r\n | \r\n | \r\n \r\n \r\n | {{edf}} | \r\n \r\n \r\n
| Period | \r\nPayment Date | \r\n {{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Outstanding Limit' : 'Remaining Liability' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Reduction In Limit' : 'Reduction In Liability' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Limit Losses' : 'Insurer Paid Losses' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Premium' : 'Insurance Premium' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Required Collateral' : 'Collateral Trust Account' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Collateral Change' : 'Collateral Account Change' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Collateral Interest' : 'Interest' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Re-Insurance Cashflow' : 'Net Insurance Cashflow' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Ref Pool Balance' : 'Collateral Balance' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Ref Pool Losses' : 'Collateral Losses' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'CPR' : 'CPR Rate' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'CDR' : 'CDR Rate' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Severity' : 'Loss Severity Rate' }} | \r\n{{ (isPortfolio && isReinsurancePortfolio) || !isPortfolio ? 'Delinquency' : 'Delinquency Rate' }} | \r\n \r\n \r\n{{h}} | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| {{ row.Period }} | \r\n{{ row.PaymentDate }} | \r\n{{ row.RemainingLiability }} | \r\n{{ row.ReductionInLiability }} | \r\n{{ row.InsurerPaidLosses }} | \r\n{{ skipFirstRow(row.Period, row.InsurancePremium) }} | \r\n{{ row.CollateralTrustAccount }} | \r\n{{ row.CollateralAccountChange }} | \r\n{{ skipFirstRow(row.Period, row.CollateralAccountInterest) }} | \r\n{{ row.NetInsuranceCashflow }} | \r\n{{ row.CollateralBalance }} | \r\n{{ row.CollateralLosses }} | \r\n{{ skipFirstRow(row.Period, row.CprRate) }} | \r\n{{ skipFirstRow(row.Period, row.CdrRate) }} | \r\n{{ skipFirstRow(row.Period, row.LossSeverityRate) }} | \r\n{{ skipFirstRow(row.Period, row.DelinquencyRate) }} | \r\n = historicalCashflowItemsCount)\">\r\n \r\n{{cell}} | \r\n \r\n \r\n
| Liability Limit | \r\n{{liabilityLimitPct}} | \r\n{{liabilityLimit}} | \r\n
|---|---|---|
| Retention Limit | \r\n{{retentionLimitPct}} | \r\n{{retentionLimit}} | \r\n
| Initial Collateral | \r\n{{initialCollateralPct}} | \r\n{{initialCollateral}} | \r\n
| Initial Premium | \r\n{{initialPremiumPct}} | \r\n{{initialPremium}} | \r\n
| Ownership | \r\n{{ownershipPct}} | \r\n{{ownership}} | \r\n
| \r\n | \r\n | \r\n
|---|
| Start period | \r\nEnd period | \r\nStart value | \r\nEnd value | \r\n \r\n \r\n
|---|
| \r\n | \r\n \r\n \r\n |
|---|---|
| \r\n | \r\n |
| \r\n {{index + 1}}\r\n | \r\n\r\n | \r\n
| \r\n | \r\n 0\" v-on:click=\"removePeriod(v)\">\r\n | \r\n
{{reason}}
\r\n{{msg}}
\r\n| User name: | \r\n\r\n | \r\n
|---|---|
| Password: | \r\n\r\n | \r\n
| Confirm password: | \r\n\r\n | \r\n
| Roles: | \r\n\r\n | \r\n
| Name | \r\nVendor | \r\nDeal Name | \r\nOwned By | \r\n\r\n |
|---|---|---|---|---|
| {{scenario.Name}} | \r\n{{scenario.Vendor}} | \r\n{{scenario.DealName}} | \r\n{{scenario.Owner}} | \r\n\r\n | \r\n
| Name | \r\nVendor | \r\nDeal Name | \r\nOwned By | \r\n\r\n |
|---|---|---|---|---|
| {{scenario.Name}} | \r\n{{scenario.Vendor}} | \r\n{{scenario.DealName}} | \r\n{{scenario.Owner}} | \r\n\r\n | \r\n
| Username | \r\n \r\nRoles | \r\n \r\n\r\n \r\n | \r\n \r\n \r\n \r\n | \r\n \r\n | \r\n \r\n | \r\n |
|---|---|---|---|---|---|---|
| {{ user.Username }} | \r\n \r\n\r\n {{ role }} \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n
| \r\n | Order | \r\nParameter ID | \r\nReport Column Name | \r\nType | \r\nSubtype | \r\nValue | \r\n\r\n \r\n | \r\n\r\n | \r\n {{ item.ats.Order }} | \r\n\r\n \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n | \r\n \r\n | \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n \r\n
|---|
| \r\n | Order | \r\nQuery Alias | \r\nReport Label | \r\nTotal | \r\nDataType | \r\n\r\n \r\n | \r\n\r\n | \r\n \r\n {{ item.ats.Order }}\r\n | \r\n\r\n \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n | \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n \r\n
|---|
| \r\n Name\r\n ⇑\r\n ⇓\r\n | \r\n\r\n Source\r\n ⇑\r\n ⇓\r\n | \r\n|
|---|---|---|
| \r\n | \r\n \r\n | \r\n \r\n | \r\n {{ model.ats.Name || '---' }} | \r\n{{ model.ats.Source | reportFieldSource }} | \r\n \r\n
| Deal Name | \r\nScenario Name | \r\nServer Response | \r\n
|---|---|---|
| {{ item.DealName }} | \r\n{{ item.ScenarioName }} | \r\n\r\n {{ item.Result.statusReport }}\r\n | \r\n
| \r\n \r\n | Deal Name | \r\n \r\nBond Name | \r\n \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Initial Limit ($)' : 'Balance ($)' }}\r\n | \r\n \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Current Limit ($)' : 'Current Balance ($)' }}\r\n | \r\n \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Collateral (%)' : 'Price ($)' }}\r\n | \r\n \r\nCPR (%) | \r\n \r\nCDR (%) | \r\n \r\nSEV (%) | \r\n \r\nDLQ (%) | \r\n \r\nScenario | \r\n \r\n\r\n | \r\n \r\n \r\n {{ portfolioType == 'Reinsurance' ? 'ROI' : 'Yield' }}\r\n | \r\n \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Rate On Line' : 'WAL' }}\r\n | \r\n \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Loss On Line' : 'Write down' }}\r\n | \r\n \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Margin On Line' : 'Spread' }}\r\n | \r\n|||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Totals | \r\n\r\n | \r\n\r\n \r\n | {{ totalOwnedFaceAmt }} | \r\n\r\n \r\n{{ currentBalanceTotal }} | \r\n\r\n | \r\n | \r\n | \r\n \r\n | ACIS | \r\n \r\n\r\n \r\n | \r\n \r\n | {{ totalAcisYield }} | \r\n \r\n{{ totalAcisRateOnLine }} | \r\n \r\n{{ totalAcisLossOnLine }} | \r\n \r\n{{ totalAcisReturnOnLine }} | \r\n|||
| Totals | \r\n\r\n | \r\n | \r\n\r\n \r\n | {{ totalOwnedFaceAmt }} | \r\n\r\n\r\n \r\n | {{ currentBalanceTotal }} | \r\n\r\n\r\n | \r\n | \r\n | \r\n | \r\n \r\n | CIRT | \r\n \r\n\r\n \r\n | \r\n \r\n | {{ totalCirtYield }} | \r\n \r\n{{ totalCirtRateOnLine }} | \r\n \r\n{{ totalCirtLossOnLine }} | \r\n \r\n{{ totalCirtReturnOnLine }} | \r\n
| Totals | \r\n\r\n | \r\n | \r\n | {{ totalOwnedFaceAtm }} | \r\n \r\n{{ currentBalanceTotal }} | \r\n\r\n | \r\n | \r\n | \r\n \r\n | Bonds | \r\n \r\n\r\n \r\n | \r\n \r\n | {{ totalBondYield }} | \r\n \r\n{{ totalBondRateOnLine }} | \r\n \r\n{{ totalBondLossOnLine }} | \r\n \r\n{{ totalBondReturnOnLine }} | \r\n
| Portfolio Name | \r\n \r\n \r\n|
|---|---|
| {{portfolio.Name}} | \r\n\r\n | \r\n
| \r\n | \r\n {{scenario.vendor}}\r\n | \r\n|||||
|---|---|---|---|---|---|---|
| \r\n | Deal | \r\nBond | \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Initial Limit ($)' : 'Balance ($)' }}\r\n | \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Current Limit ($)' : 'Current Balance ($)' }}\r\n | \r\n\r\n {{ portfolioType == 'Reinsurance' ? 'Coll (%)' : 'Price ($)' }}\r\n | \r\n\r\n {{ scenario.name }}\r\n | \r\n
| Totals | \r\n\r\n | \r\n | {{ totalOwnedFaceAtm | dollarValue(0) }} | \r\n{{ currentBalanceTotal | dollarValue(0) }} | \r\n\r\n |
| Period | \r\n \r\nBalance | \r\nGross Interest | \r\nNet Interest | \r\nScheduled Principal | \r\n Prepaid Principal | \r\n Defaults | \r\nLosses | \r\nRecoveries | \r\nDelinquency | \r\nLibor | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|---|
| {{index}} | \r\n \r\n{{collateralCashflow.Balance[index]}} | \r\n{{skipFirstRow(index, collateralCashflow.Interest[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.PassThru[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.ScheduledPrincipal[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.PrepaidPrincipal[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.Defaults[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.Losses[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.Recoveries[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.Delinquency[index])}} | \r\n{{skipFirstRow(index, collateralCashflow.Libor[index])}} | \r\n
| Cashflow Name | \r\n \r\n \r\n|
|---|---|
| {{cashflow.text}} | \r\n\r\n | \r\n
| Date | \r\nCurrent Balance | \r\n \r\nDelinquency30 Pct | \r\nDelinquency60 Pct | \r\nDelinquency90Plus Pct | \r\nLoans Count | \r\n \r\n \r\n
|---|---|---|---|---|---|
| {{row.Date}} | \r\n{{row.CurrentBalance}} | \r\n \r\n{{row.Delinquency30}} | \r\n{{row.Delinquency60}} | \r\n{{row.Delinquency90Plus}} | \r\n{{row.LoansCount}} | \r\n
| {{groupByField}} | \r\nOriginal Balance | \r\nCurrent Balance | \r\nDelinquency30 Pct | \r\nDelinquency60 Pct | \r\nDelinquency90Plus Pct | \r\nLoans Count | \r\n \r\n \r\n
|---|---|---|---|---|---|---|
| {{row.Date}} | \r\n{{row.OriginalBalance}} | \r\n{{row.CurrentBalance}} | \r\n{{row.Delinquency30}} | \r\n{{row.Delinquency60}} | \r\n{{row.Delinquency90Plus}} | \r\n{{row.LoansCount}} | \r\n
| Date | \r\nCurrent Balance | \r\nFactor | \r\nCpr 1 Month | \r\nCurrent Loss Pct | \r\nCumulated Loss Pct | \r\nDelinquency30 Pct | \r\nDelinquency60 Pct | \r\nDelinquency90Plus Pct | \r\nModified Balance Pct | \r\n \r\n \r\n
|---|---|---|---|---|---|---|---|---|---|
| {{row.Date}} | \r\n{{row.CurrentBalance}} | \r\n{{row.Factor}} | \r\n{{row.Cpr1Mo}} | \r\n{{row.CurrentLossPct}} | \r\n{{row.CumulatedLossPct}} | \r\n{{row.Delinquency30Pct}} | \r\n{{row.Delinquency60Pct}} | \r\n{{row.Delinquency90PlusPct}} | \r\n{{row.ModifiedBalancePct}} | \r\n
\r\n CRT Hub provides cashflows and analytics on Credit Risk Transfer structured transactions including Bonds (STACR/CAS); \r\n Reinsurance Products (ACIS/CIRT) and Mortgage Insurance (MI-ILN).\r\n
\r\n\r\n CRT Hub allows users to evaluate their CRT positions using static CPR/CDR; \r\n proprietary vectors and scenarios; or through integration with third party predictive modeling.\r\n
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