S&P CDO Monitor SDR definition

S&P CDO Monitor SDR means the percentage derived from the following equation: 0.329915 + (1.210322 * EPDR) – (0.586627 * DRD) + (2.538684 /ODM) + (0.216729 / IDM) + (0.0575539 / RDM) – (0.0136662 * WAL), where EPDR is the S&PExpected Portfolio Default Rate; DRD is the S&P Default Rate Dispersion; ODM is the S&P Obligor Diversity Measure; IDM is the S&P Industry Diversity Measure; RDM is the S&P Regional Diversity Measure; and WAL is the S&P Weighted Average Life.
Sample 1Sample 2Sample 3
S&P CDO Monitor SDR means the percentage derived from the following equation:
Sample 1Sample 2Sample 3
S&P CDO Monitor SDR means the percentage derived from the following equation: 0.329915 + (1.210322 * EPDR) – (0.586627 * DRD) + (2.538684 /ODM) + (0.216729 / IDM) +
Sample 1Sample 2Sample 3

Examples of S&P CDO Monitor SDR in a sentence

  • Annex B-7ANNEX CS&P NON-MODEL VERSION CDO MONITOR DEFINITIONS If so elected by the Collateral Manager by written notice to the Issuer, the Collateral Administrator, the Trustee and S&P, the S&P CDO Monitor Test shall be defined as follows:The “S&P CDO Monitor Test” will be satisfied on any date of determination during the Reinvestment Period if, after giving effect to the purchase of any additional Collateral Obligation, the S&P CDO Monitor Adjusted BDR is equal to or greater than the S&P CDO Monitor SDR.

  • If so elected by the Investment Manager by written notice to the Issuer, the Collateral Administrator, the Trustee and S&P, the S&P CDO Monitor Test shall be defined as follows: The "S&P CDO Monitor Test" will be satisfied on any date of determination during the Reinvestment Period if, after giving effect to the purchase of any additional Collateral Obligation, the S&P CDO Monitor Adjusted BDR is equal to or greater than the S&P CDO Monitor SDR.


More Definitions of S&P CDO Monitor SDR

S&P CDO Monitor SDR means the percentage derived from the following equation: 0.247621+ (SPWARF/9162.65) – (DRD/16757.2) -(ODM/7677.8) - (IDM/2177.56) - (RDM/34.0948) +(WAL/27.3896), where SPWARF is the S&P Weighted Average Rating Factor; DRD is the S&P Default Rate Dispersion; ODM is the S&P Obligor Diversity Measure; IDM is the S&P Industry Diversity Measure; RDM is the S&P Regional Diversity Measure; and WAL is the S&P Weighted Average Life.
Sample 1Sample 2
S&P CDO Monitor SDR. The rate equal to:
Sample 1Sample 2Sample 3
S&P CDO Monitor SDR means the percentage derived from the following equation: 0.329915 + (1.210322 * EPDR) – (0.586627 * DRD) + (2.538684 /ODM) + (0.216729 / IDM) + (0.0575539 / RDM) – (0.0136662 * WAL),
Sample 1
S&P CDO Monitor SDR means the percentage derived from the following equation: 0.329915 + (1.210322 * EPDR) – (0.586627 * DRD) + (2.538684 /ODM) + (0.216729 / IDM) +(0.0575539 / RDM) – (0.0136662 * WAL), where EPDR is the S&P Expected Portfolio Default Rate; DRD is the S&P Default Rate Dispersion; ODM is the S&P Obligor Diversity Measure;
Sample 1
S&P CDO Monitor SDR means the value calculated based on the following formula: 0.247621 + (SPWARF/9162.65) – (DRD/16757.2) - (ODM/7677.8) - (IDM/2177.56) -
Sample 1
S&P CDO Monitor SDR means the percentage derived from the following equation: 0.137223+ (SPWARF/8829.01) – (DRD/20413.6) - (ODM/9556.72) - (IDM/2256.55) - (RDM/40.2751) +(WAL/26.7396), where SPWARF is the S&P Weighted Average Rating Factor; DRD is the S&P Default Rate Dispersion; ODM is the S&P Obligor Diversity Measure; IDM is the S&P Industry Diversity Measure; RDM is the S&P Regional Diversity Measure; and WAL is the S&P Weighted Average Life.
Sample 1
S&P CDO Monitor SDR means the value calculated based on the following formula (or such other published formula by S&P that the Collateral Manager provides to the Collateral Administrator): 0.247621 + (SPWARF/9162.65) – (DRD/16757.2) - (ODM/7677.8) - (IDM/2177.56) - (RDM/34.0948) + (WAL/27.3896),
Sample 1