Extended Viewer

MSCI US Auto Loan Collateral Model Insight

categories: Risk Management Analytics, Factor and Risk Modeling, Risk Management, Fixed Income, ZHANG Joy, YANG Yini, general

The MSCI U.S. Auto Loan ABS Collateral models are used to project collateral loan performance, including prepayment, default, and loss severity rates. These are used for measuring the risk and return of these securities.

Download file

Full Download - Client Only