| Date Updated : 20/06/2003 |
Simulation hypothesis : | BASE | 1 | |
|
| DELINQUENCIES | |
| MONTH 1 | MONTH 2 | MONTH 3 | MONTH 4 | MONTH 5 | |
| 1.00% | 50.00% | 55.00% | 65.00% | 65.00% | |
|
| |
|
|
| PREPAYMENT | | | DEFAULT | | | RECOVERY | | PERIOD | | RATE | | | PERIOD | | RATE | | | PERIOD | | RATE | | TIMING | | 999 | | 1.64% | | | 999 | | 50.00% | | | 999 | | 50.00% | | 36 | |
|
| PAYMENT : | QUARTERLY | | AVERAGE LIFE (YEARS) : | 0.00 | |
| Date | Outstanding balance | Interest | Principal | Payment | Currency | | 25/01/1999 | 100,000.00 | 0.00 | 0.00 | 0.00 | FRF | | 25/02/1999 | 92,487.87 | 881.28 | 7,512.13 | 8,393.41 | FRF | | 25/05/1999 | 80,773.91 | 742.88 | 11,713.96 | 12,456.84 | FRF | | 25/08/1999 | 66,776.53 | 567.45 | 13,997.38 | 14,564.83 | FRF | | 25/11/1999 | 53,300.20 | 487.37 | 13,476.33 | 13,963.70 | FRF | | 25/02/2000 | 42,360.64 | 492.54 | 10,939.56 | 11,432.10 | FRF | | 25/05/2000 | 34,354.33 | 402.63 | 8,006.31 | 8,408.94 | FRF | | 25/08/2000 | 27,053.77 | 405.43 | 7,300.56 | 7,705.99 | FRF | | 25/11/2000 | 20,755.67 | 355.60 | 6,298.10 | 6,653.70 | FRF | | 25/02/2001 | 14,807.29 | 274.97 | 5,948.38 | 6,223.35 | FRF | | 25/05/2001 | 8,855.30 | 180.14 | 5,951.99 | 6,132.13 | FRF | | 25/08/2001 | 331.72 | 16.66 | 1,018.26 | 1,034.92 | EUR | | 25/11/2001 | 0.00 | 3.75 | 331.72 | 335.47 | EUR | | 25/02/2002 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/05/2002 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/08/2002 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/11/2002 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/02/2003 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 26/05/2003 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/08/2003 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/11/2003 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/02/2004 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/05/2004 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/08/2004 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/11/2004 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/02/2005 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/05/2005 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/08/2005 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/11/2005 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 27/02/2006 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/05/2006 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | Array created by LINCOLN |
|
