4.5.1 Intermediate Calculations

This section provides information about the following:
  • Calculation of Effective Drawdown Date
  • Treatment of Commingled Securitization Cash Flows
  • Treatment of Central Bank Reserves and Deposits
  • Substitutable Collateral
  • Operating Expenses
  • CDS Spread
  • Funding Pricing Curves
  • Lendable Value
  • Placed Collateral