Exchange Currency

constant default rate (CDR)

Annualized default rate on a pool of loans contained within a mortgage-backed security (MBS). The rate includes those with a 60-day, 90-day and foreclosure status at the time the measurement is taken.

Related information about constant default rate (CDR):
  1. Constant Default Rate (CDR) Definition | Investopedia
    An annualized rate of default on a group of mortgages, typically within a collateralized product such as a mortgage-backed security (MBS). The constant default ...
     
  2. What is constant default rate (CDR)? definition and meaning
    Definition of constant default rate (CDR): Annualized default rate on a pool of loans contained within a mortgage-backed security (MBS). The rate includes those ...
     
  3. Constant Default Rate - CDR
    An annualized rate of default on a group of mortgages, typically within a collateralized product such as a mortgage backed security (MBS). The constant default ...
     
  4. ABSNet Cashflows - Securitization.Net
    Constant Default Rate (CDR). • Delinquency. • Monthly Default Rate (MDR). ABSNet's cashflow models capture the underlying logic of a deal's capital structure, ...
     
  5. Risk Professional - October 2009
    Prepayments and defaults are usually specified as constant prepayment rate ( CPR) curves and constant default rate (CDR) curves, respectively. These curves ...
     
  6. MSAnalytics Difference - McCary Stevens Associates, Inc.
    analysis and Constant Default Rate (CDR) analysis to assess the risk/return characteristics of. CMBS. Below-investment-grade or “B-Piece” investors typically ...
     
  7. ABS East Conference VFinal - Sallie Mae
    As loans season, constant default rate (CDR) increases. •. Borrowers with higher credit and better refinancing options have already paid their loans off ...
     
  8. Turning Uncertainty into Risk - The Federal Reserve Bank of San ...
    data to establish an appropriate Constant Default Rate (CDR), which is the security indus- try's accepted method of stating the rate at which loans can be ...