Collateral Quality Tests!

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Across
  1. 3. Lower ratings and priority category will cause this test to be lower
  2. 5. A number limit in which going above would be out of compliance
  3. 6. Measures spreads floating rate assets are earning
  4. 10. Weighted Average Coupon
  5. 11. A CQT we do not recalculate
Down
  1. 1. A higher rating factor means a ______ rating
  2. 2. Average # of years to maturity of the loan portfolio
  3. 4. Assess the quality and health of the loan portfolio
  4. 7. Measures the industry diversity of the loans in the portfolio
  5. 8. Lower Moody's Ratings leads this number to be higher
  6. 9. A number limit in which going below would be out of compliance