Represents the interest coverage ratio maintained during the period under covenant compliance. Interest coverage ratio is calculated by dividing interest income by interest expense for the classes senior to those retained by the entity.

No definition available.

Represents the overcollateralization ratio maintained during the period under covenant compliance. Overcollateralization ratio is calculated by dividing the total principal balance of all collateral in the CDO by the total principal balance of the bonds associated with the applicable ratio.

No definition available.

Interest Coverage

No definition available.

Represents the interest coverage ratio required to be maintained under covenant compliance. Interest coverage ratio is calculated by dividing interest income by interest expense for the classes senior to those retained by the entity.

No definition available.

Overcollateralization

No definition available.

Represents the overcollateralization ratio required to be maintained under covenant compliance. Overcollateralization ratio is calculated by dividing the total principal balance of all collateral in the CDO by the total principal balance of the bonds associated with the applicable ratio.

No definition available.