2007_Subprime_Shorting-Home-Equity-Mezzanine-Tranches-1
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Footnote Exhibits - Page 0990
Strictly private & confidential
What factors are used in deciding
assumptions?
I
Factors used in determining the base case assumptions include:
- Borrower characteristics (income, credit history, etc)
- Loan characteristics (LTV ratio, term, property type, purpose, occupancy, MI, etc)
- Pool characteristics (concentration, etc)
- Originator and servicer practices and loan programs
- Macro and local economic consideration (employment, real estate market, etc.)
Deutsche Bank
All numbers shown in this presentation are indicative and are based on a sample portfolio. Actual numbers will be
different and will depend on the actual portfolios selected.
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