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MSCI US Auto Loan Collateral Model Insight

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MSCI US Auto Loan Collateral Model Insight

Oct 29, 2018

The MSCI U.S. Auto Loan ABS Collateral models are used to project collateral loan performance, including prepayment, default, and loss severity rates. These are used for measuring the risk and return of these securities.


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Research authors

  • Joy Zhang, Managing Director, MSCI Research
  • Yini Yang, Executive Director, MSCI Research
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