Intervento a cura del dott. Marco Ronconi
Intervento a cura del dott. Marco Ronconi
Intervento a cura del dott. Marco Ronconi
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STRUTTURA BONDClassRating(Fitch/Moody's)Volume(€mn)Size of SPV'sAssets (%)CreditSupportSpread overEuribor (bps)Expected WALife (years)ExpectedMaturityLegalMat.Class A AAA/Aaa 198.9 85.80% 14.2% 30 2.7 Apr-08 Jul-12Class B AA/Aa2 10.7 4.60% 9.6% 50 4.1 Apr-08 Jul-12Class C BBB/Baa2 8.3 3.60% 6.0% 130 4.2 Jul-08 Jul-14Class D BB/Ba3 4.9 2.10% 3.9% - 4.3 Jul-08 Jul-14Class E Unrated 9.027 3.90% - - 4.3 Jul-08 Jul-14Total 231.827
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