| Title: | Paragon Mortgages (No.15) PLC |
| Price: | $300.00 |
| Publication Date: | Apr 28, 2008 |
| Report Type: | Performance Overview |
| Brief Excerpt: | ...Footnotes - General Information # Date format throughout report is DD/MM/YYYY. Footnotes - Rating Opinion and General Commentary #For the Class A# Tranche, due to a technical issue, currently both a short-term and long-term rating is being shown, please disregard. Footnotes - Capital Structure A#, A#c: USD - GBP = #.#### A#b, B#b, C#b: EUR - GBP = #.#### Footnotes - Portfolio and Performance Data # CPR (Constant Prepayment Rate) # TRR (Total Redemption Rate) Moody's TRR calculation = #-(#-(Current Period Total Principal Payments divided by Current Period Outstanding Pool Balance plus Total Principal Payments))^ [reporting frequency] where reporting frequency equals (monthly reporting=##, quarterly reporting=#, semi-annual=#, annual=#). Footnotes - Trigger Description Delinquencies - Reserve Fund - Increase: The reserve fund increases to #.##% through the capture of excess spread, when delinquencies >## days exceed #% (The First Loss Fund). Delinquencies - Other: Liquidity... |
| Word Count: | 1368 |
| Length: | 3 Pages |
| Issuer: | Paragon Mortgages (No.15) PLC |
| Format: | 
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