Untitled - Irish Stock Exchange

Class E 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-1 100.00% 100.0% 100.0% 100.0%
A-2 99.0% 99.0% 99.0% 99.0%
A-3 (< 1Y) 99.8% 99.8% 99.8% 99.6%
A-3 (1Y–3Y) 99.8% 99.8% 99.8% 99.6%
A-3 (3Y–5Y) 98.8% 99.8% 99.8% 99.3%
A-3 (5Y–7Y) 99.8% 99.8% 99.8% 98.4%
A-3 (7Y–10Y) 99.8% 99.6% 99.3% 96.9%
A-3 (> 10Y) 97.5% 96.6% 96.1% 92.1%
B-1 97.7% 97.6% 96.9% 94.0%
B-2 96.6% 96.6% 95.9% 92.9%
C-1 (< 1Y) 99.8% 99.8% 99.8% 99.1%
C-1 (1Y–3Y) 99.8% 99.8% 99.8% 99.6%
C-1 (3Y–5Y) 99.8% 99.8% 99.8% 99.3%
C-1 (5Y–7Y) 99.8% 99.8% 99.8% 98.4%
C-1 (7Y–10Y) 99.8% 99.6% 99.3% 96.8%
C-1 (> 10Y) 97.5% 96.6% 96.1% 92.1%
C-2 (< 1Y) 99.8% 99.8% 99.8% 98.6%
C-2 (1Y–3Y) 99.8% 99.8% 99.8% 98.2%
C-2 (3Y–5Y) 99.6% 99.5% 99.2% 97.0%
C-2 (5Y–7Y) 98.6% 98.3% 98.1% 95.7%
C-2 (7Y–10Y) 96.6% 96.3% 96.0% 93.6%
C-2 (> 10Y) 92.4% 91.6% 91.1% 87.3%
C-3 (< 1Y) 99.7% 99.7% 99.5% 97.5%
C-3 (1Y–3Y) 99.8% 99.8% 99.8% 97.6%
C-3 (3Y–5Y) 98.7% 98.5% 98.3% 96.0%
C-3 (5Y–7Y) 97.5% 97.1% 96.8% 94.5%
C-3 (7Y–10Y) 95.9% 95.9% 94.8% 92.1%
C-3 (> 10Y) 90.9% 90.2% 89.6% 85.6%
D-1 (< 1Y) 99.1% 99.1% 98.9% 96.9%
D-1 (1Y–3Y) 99.8% 99.8% 99.7% 97.6%
D-1 (3Y–5Y) 98.3% 98.1% 97.9% 95.7%
D-1 (5Y–7Y) 96.6% 96.4% 96.1% 93.8%
D-1 (7Y–10Y) 95.7% 95.4% 94.6% 91.2%
D-1 (> 10Y) 90.8% 90.0% 89.0% 84.4%
D-2 (< 1Y) 98.6% 98.5% 98.3% 96.3%
D-2 (1Y–3Y) 99.8% 99.8% 99.7% 97.5%
D-2 (3Y–5Y) 97.9% 97.8% 97.5% 95.3%
D-2 (5Y–7Y) 95.9% 95.7% 95.5% 93.2%
D-2 (7Y–10Y) 94.8% 94.5% 93.7% 90.3%
D-2 (> 10Y) 89.3% 88.7% 87.8% 83.7%
D-3 (< 1Y) 97.9% 97.8% 97.7% 95.7%
D-3 (1Y–3Y) 96.7% 95.8% 95.7% 93.6%
D-3 (3Y–5Y) 95.6% 95.4% 95.2% 93.1%
D-3 (5Y–7Y) 93.5% 93.3% 93.0% 90.8%
D-3 (7Y–10Y) 94.5% 94.2% 93.4% 90.0%
D-3 (> 10Y) 88.7% 88.2% 87.3% 82.7%
E-1 (< 1Y) 91.0% 91.0% 90.8% 88.9%
E-1 (1Y–3Y) 93.0% 92.8% 92.6% 90.5%
E-1 (3Y–5Y) 92.6% 92.4% 92.2% 90.0%
E-1 (5Y–7Y) 90.1% 89.9% 89.6% 87.3%
E-1 (7Y–10Y) 92.2% 91.8% 91.0% 87.1%
E-1 (> 10Y) 88.4% 87.7% 87.1% 81.3%
E-2 (< 1Y) 87.6% 87.5% 87.4% 85.6%
E-2 (1Y–3Y) 89.7% 89.6% 89.4% 87.3%
E-2 (3Y–5Y) 90.2% 90.0% 89.8% 87.6%
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