エージェンシーMBSウィークリー: 需要を詳細に見る:保険会社、海外投資家、クロスアセットの視点

Research evidence excerpt

エージェンシーMBSウィークリー: 需要を詳細に見る:保険会社、海外投資家、クロスアセットの視点

ecured Overnight Financing Rate

EDSF Euro Dollar Swap FRA Solvency II EU insurance regulation

EL Expected Loss SONIA Sterling overnight interbank average rate

EP European Parliament (EU) SRT Significant Risk Transfer

ESAs European Supervisory Authorities (EU) SSM Single Supervisory Mechanism (EU)

ESG Environmental, Social and Governance STC Simple Transparent and Comparable Securitisation

ESMA European Securities Market Authority STS Simple Transparent and Standardised Securitisation

EU European Union TRACE Trade Reporting and Compliance Engine

Undertakings for the Collective Investments in

Euribor European interbank offered rate UCITS Transferable Securities

FCA Financial Conduct Authority (UK) UST United States Treasury

FCF Front cash flow WAC Weighted average coupon

Fed or FRB Federal Reserve Board WAL Weighted average life

FICO Fair Isaac Corporation WALA Weighted average loan age

FINRA Financial Industry Regulatory Authority WAM Weighted Average Maturity

FNMA Federal National Mortgage Association WAS Weighted average spread

GDP Gross domestic product WAVG Weighted average

Ginnie Mae Government National Mortgage Association WoW Week over Week

GNMA or Government National Mortgage Association

GNR YoY Year over Year

HAMP Home Affordable Modification Program YTD Year to date

HARP Home Affordable Refinance Program YTM Yield to maturity

HY High Yield

IAA Internal Assessment Approach OTM Out of the Money

IG Investment grade ITM In the Money

IO Interest-only mortgages or tranches ATM At the Money

出所: BofA Global Research

BofA GLOBAL RESEARCH

エージェンシーMBS ウィークリー | 2026-05-29 27

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