Untitled - Irish Stock Exchange

Asset
Category
Moody's Advance
Rate 120/30
Moody's Advance
Rate 80/20
Moody's Advance
Rate 40/10
Moody's Advance
Rate 25/7
G-5 (< 1Y) 91.1% 91.0% 90.7% 88.2%
G-5 (1Y–3Y) 86.7% 86.3% 85.9% 83.0%
G-5 (3Y–5Y) 80.7% 80.2% 79.7% 76.7%
G-5 (5Y–7Y) 78.7% 77.7% 77.2% 74.1%
G-5 (7Y–10Y) 72.8% 71.8% 71.2% 68.1%
G-5 (> 10Y) 62.1% 61.0% 60.3% 56.0%
G-6 (< 1Y) 89.4% 89.2% 89.0% 86.5%
G-6 (1Y–3Y) 84.5% 84.1% 83.7% 80.9%
G-6 (3Y–5Y) 80.4% 79.8% 79.4% 76.4%
G-6 (5Y–7Y) 77.9% 77.3% 76.9% 73.8%
G-6 (7Y–10Y) 72.0% 71.3% 70.8% 67.7%
G-6 (> 10Y) 61.7% 60.8% 60.1% 55.8%
G-7 (< 1Y) 82.0% 81.8% 81.6% 79.2%
G-7 (1Y–3Y) 75.3% 74.8% 74.4% 71.6%
G-7 (3Y–5Y) 71.6% 71.0% 70.5% 67.5%
G-7 (5Y–7Y) 69.2% 68.5% 68.0% 64.9%
G-7 (7Y–10Y) 67.7% 66.8% 66.2% 62.9%
G-7 (> 10Y) 60.7% 59.4% 58.5% 55.6%
G-8 (< 1Y) 77.6% 77.5% 77.2% 75.0%
G-8 (1Y–3Y) 71.3% 70.8% 70.5% 67.8%
G-8 (3Y–5Y) 68.0% 67.4% 67.0% 64.1%
G-8 (5Y–7Y) 66.3% 65.6% 65.2% 62.2%
G-8 (7Y–10Y) 65.0% 64.2% 63.6% 60.4%
G-8 (> 10Y) 59.1% 57.8% 57.0% 55.1%
G-9 (< 1Y) 74.4% 74.3% 74.0% 71.9%
G-9 (1Y–3Y) 67.2% 66.8% 66.4% 63.9%
G-9 (3Y–5Y) 63.3% 62.8% 62.4% 59.7%
G-9 (5Y–7Y) 61.9% 61.3% 60.9% 58.1%
G-9 (7Y–10Y) 60.8% 60.0% 59.5% 56.5%
G-9 (> 10Y) 54.8% 53.7% 52.9% 48.6%
G-10 (< 1Y) 52.1% 52.0% 51.8% 50.3%
G-10 (1Y–3Y) 43.9% 43.6% 43.3% 41.7%
G-10 (3Y–5Y) 40.3% 40.0% 39.7% 38.0%
G-10 (5Y–7Y) 37.8% 37.5% 37.2% 35.5%
G-10 (7Y–10Y) 37.0% 36.6% 36.2% 34.4%
G-10 (> 10Y) 21.3% 20.9% 20.6% 18.9%
H 55.9% 60.8% 52.6% 45.7%
I-1 86.9% 87.5% 81.9% 71.1%
I-2 76.6% 80.1% 72.2% 62.7%
I-3 42.5% 52.1% 40.1% 34.8%
J-1 40.3% 46.1% 38.0% 33.0%
J-2 25.7% 42.5% 24.2% 21.0%
J-3 18.9% 31.4% 17.8% 15.5%
Class B Over-Collateralization Test
Asset
Category
Moody's Advance
Rate 120/30
Moody's Advance
Rate 80/20
Moody's Advance
Rate 40/10
Moody's Advance
Rate 25/7
A-1 100.0% 100.0% 100.0% 100.0%
A-2 99.0% 99.0% 99.0% 99.0%
A-3 (< 1Y) 99.5% 99.3% 99.1% 98.1%
A-3 (1Y–3Y) 97.8% 97.4% 97.0% 94.1%
A-3 (3Y–5Y) 95.6% 95.1% 94.6% 91.3%
A-3 (5Y–7Y) 94.7% 94.1% 93.6% 90.1%
146