金融资产证券化 (金融训练所)

95/4-1-95/4-2-20055.5220045.491980ABS20051.109,015HomeEquityLoan,HELHELNon-homeEquityABSProducts2005ABSHELABS28.25,51118.211.23,5672,197ABS95/4-3-(Mortgage-relatedSecurities)(AgencyandNon-agencyPass-throughandCMOs)20051.921.768754,8133,9792001–2005(MBS)GNMAFNMAFHLMC2001174.6528.4389.61,092.62002174.0723.3547.11,444.42003220.01,198.6713.32,131.92004126.7527.2365.21,019.12005*87.5481.3397.9715.320051231TheBondMarketAssociation.20053,19631.1401,357EuropeanCentralBank,ECBECB3252.5CommercialMortgageBackedSecurities,CMBS200545.439.313.311.395/4-4-RealEstateInvestmentTrusts,REITs20053REITsREITs2REITs310REITs420014.62200431.14200541.36REITs45REITs6REITsREITsREITsREITsREITs95/4-5-2()()()44.193()6.0935.39344.493289330.894RealEstateAssetTrusts,REATs()6947164.6935942()94358.3953/8948/30139.3RealEstateInvestmentTrusts,REITs948/1134383.895/4-6-3()54.89257.09355.99354.093(ResidentialMortgageBackedSecurities,RMBS)14294/12/12AutoLoans50.093115.6922005-14594/42005-21094/7/10594/436.59288.09232.09252.59349.09353.5935194/6CollateralizedLoansObligation,CLO43.294/10()--25.093--273.494/10Asset-BackedCommercialPaper,ABCP--10694/12/12()32.794/7()10094/895/4-7-()32.794/7()10094/8CBO110094/818094/811594/11CollateralizedBondObligations,CBOCBO219594/12/9272,222.610041.7730.19産31産産産産2爲32産産1,5002.22.52.83.43.23.74