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):
- 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 ...
- 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 ...
- 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 ...
- 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, ...
- 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 ...
- 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 ...
- 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 ...
- 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 ...