Table 3: Computed asset securitization parameters.

Parameter Value

 43 632 
 $4 000 
 $−18 561 
 $−46 319.9995 
 $4 991.8 
 −0.082261905 
Aggregate  $20 340 
 0.012 
under shock  $14 608.15893 
 −1 117.69 
 $4 679 
 0.565217391 
 $462.412 
 $−2.1118 
 0.126718931 
in terms of shock  0.01 
where  −0.002 
 0.0099099 
 $87 
 $54 103.6421 
 $123.5 
 $−51 007 
Aggregate  14 601.44865 
 720 000 
 $2 600 
under shock  $20 340 
 275.448 
 $3 120 
 −0.4588745 
 $275.31 
 $691.124 
in terms of shock  −0.015782961 
where  −0.001434814 
 0.064869