Deal Structuring
Design tranches, waterfalls, and credit enhancement for RMBS deals
SRC RMBS 2025-1
Based on Pool 2025-A
Tranche Structure
Senior A1AAA
80%SAR 1.68B
Mezzanine A2A
15%SAR 315M
Equity BNR
5%SAR 105M
Credit Enhancement (OC): 20%
Configure Waterfall →SRC RMBS 2025-2
Based on Pool 2025-B
Tranche Structure
Senior A1AAA
70%SAR 1.26B
Senior A2AA
10%SAR 180M
Mezzanine BBBB
13%SAR 234M
Equity CNR
7%SAR 126M
Credit Enhancement (OC): 22%
Configure Waterfall →